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Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to…

Optimization and Control · Mathematics 2023-08-24 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…

Optimization and Control · Mathematics 2017-08-18 Robert Hannah , Wotao Yin

Asynchronous-parallel algorithms have the potential to vastly speed up algorithms by eliminating costly synchronization. However, our understanding to these algorithms is limited because the current convergence of asynchronous (block)…

Optimization and Control · Mathematics 2017-07-20 Tao Sun , Robert Hannah , Wotao Yin

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

This paper proposes a novel exact distributed asynchronous subgradient-push algorithm (AsySPA) to solve an additive cost optimization problem over directed graphs where each node only has access to a local convex function and updates…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-02 Jiaqi Zhang , Keyou You

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

This paper addresses the challenge of coordinating multi-robot systems under realistic communication delays using distributed optimization. We focus on consensus ADMM as a scalable framework for generating collision-free, dynamically…

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup…

Machine Learning · Statistics 2015-08-21 Suvrit Sra , Adams Wei Yu , Mu Li , Alexander J. Smola

We give in this paper a convergence result concerning parallel asynchronous algorithm with bounded delays to solve a nonlinear fixed point problems. This result is applied to calculate the solution of a strongly monotone operator. Special…

Numerical Analysis · Mathematics 2007-05-23 Abdenasser Benahmed

Nonconvex and nonsmooth problems have recently attracted considerable attention in machine learning. However, developing efficient methods for the nonconvex and nonsmooth optimization problems with certain performance guarantee remains a…

Optimization and Control · Mathematics 2019-02-07 Ehsan Kazemi , Liqiang Wang

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

Asynchronous optimization algorithms are at the core of modern machine learning and resource allocation systems. However, most convergence results consider bounded information delays and several important algorithms lack guarantees when…

Optimization and Control · Mathematics 2022-03-10 Xuyang Wu , Sindri Magnusson , Hamid Reza Feyzmahdavian , Mikael Johansson

We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…

Machine Learning · Computer Science 2021-06-24 Rotem Zamir Aviv , Ido Hakimi , Assaf Schuster , Kfir Y. Levy

With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

This paper presents a decentralized algorithm for a team of agents to track time-varying fixed points that are the solutions to time-varying convex optimization problems. The algorithm is first-order, and it allows for total asynchrony in…

Optimization and Control · Mathematics 2021-10-14 Gabriel Behrendt , Matthew Hale

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

Optimization and Control · Mathematics 2015-10-01 Pascal Bianchi , Walid Hachem , Franck Iutzeler

We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

Optimization and Control · Mathematics 2021-11-16 Alon Cohen , Amit Daniely , Yoel Drori , Tomer Koren , Mariano Schain

As the size of models and datasets grows, it has become increasingly common to train models in parallel. However, existing distributed stochastic gradient descent (SGD) algorithms suffer from insufficient utilization of computational…

Machine Learning · Computer Science 2023-08-30 Xin Zhou , Ling Chen , Houming Wu
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