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In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

Optimization and Control · Mathematics 2017-05-23 Xiao Wang , Shiqian Ma , Donald Goldfarb , Wei Liu

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…

Optimization and Control · Mathematics 2019-02-22 Davood Hajinezhad , Mingyi Hong , Alfredo Garcia

In machine learning, nonconvex optimization problems with multiple local optimums are often encountered. Graduated Optimization Algorithm (GOA) is a popular heuristic method to obtain global optimums of nonconvex problems through…

Machine Learning · Computer Science 2017-07-11 Li Chen , Shuisheng Zhou , Zhuan Zhang

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

We study (constrained) nonconvex (composite) optimization problems where the decision variables vector can be split into blocks of variables. Random block projection is a popular technique to handle this kind of problem for its remarkable…

Optimization and Control · Mathematics 2019-06-17 Zhan Yu , Daniel W. C. Ho

We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…

Optimization and Control · Mathematics 2023-03-20 HanQin Cai , Daniel Mckenzie , Wotao Yin , Zhenliang Zhang

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Distributed demand response is a typical distributed optimization problem that requires coordination among multiple agents to satisfy demand response requirements. However, existing distributed algorithms for this problem still face…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Ruiyang Jin , Yujie Tang , Jie Song

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

Optimization and Control · Mathematics 2026-03-24 Antai Xie , Xiaoqiang Ren , Xinlei Yi , Tao Yang , Xiaofan Wang

This paper studies decentralized optimization over a compact submanifold within a communication network of $n$ nodes, where each node possesses a smooth non-convex local cost function, and the goal is to jointly minimize the sum of these…

Optimization and Control · Mathematics 2025-04-17 Kangkang Deng , Jiang Hu

Zeroth-order (ZO) optimization with ordinal feedback has emerged as a fundamental problem in modern machine learning systems, particularly in human-in-the-loop settings such as reinforcement learning from human feedback, preference…

Optimization and Control · Mathematics 2025-12-23 Haishan Ye

Zeroth-order optimization, which does not use derivative information, is one of the significant research areas in the field of mathematical optimization and machine learning. Although various studies have explored zeroth-order algorithms,…

Optimization and Control · Mathematics 2024-07-16 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

Optimization and Control · Mathematics 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…

Optimization and Control · Mathematics 2024-01-09 Lei Wang , Xin Liu

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation…

Machine Learning · Computer Science 2020-09-15 Ran Xin , Shi Pu , Angelia Nedić , Usman A. Khan
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