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We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…

Optimization and Control · Mathematics 2016-03-22 Neil McGlohon , Stacy Patterson

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for…

Optimization and Control · Mathematics 2021-06-09 Dmitry Kovalev , Elnur Gasanov , Peter Richtárik , Alexander Gasnikov

Reducing communication - either between levels of a memory hierarchy or between processors over a network - is a key component of performance optimization (in both time and energy) for many problems, including dense linear algebra, particle…

Data Structures and Algorithms · Computer Science 2020-03-03 Grace Dinh , James Demmel

Decentralized optimization with time-varying networks is an emerging paradigm in machine learning. It saves remarkable communication overhead in large-scale deep training and is more robust in wireless scenarios especially when nodes are…

Machine Learning · Computer Science 2022-11-02 Xinmeng Huang , Kun Yuan

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

We give lower bounds on the communication complexity required to solve several computational problems in a distributed-memory parallel machine, namely standard matrix multiplication, stencil computations, comparison sorting, and the Fast…

Data Structures and Algorithms · Computer Science 2013-09-24 Michele Scquizzato , Francesco Silvestri

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

Recent advances in distributed optimization and learning have shown that communication compression is one of the most effective means of reducing communication. While there have been many results on convergence rates under communication…

Machine Learning · Computer Science 2022-10-12 Xinmeng Huang , Yiming Chen , Wotao Yin , Kun Yuan

We study the Convex Set Disjointness (CSD) problem, where two players have input sets taken from an arbitrary fixed domain~$U\subseteq \mathbb{R}^d$ of size $\lvert U\rvert = n$. Their mutual goal is to decide using minimum communication…

Data Structures and Algorithms · Computer Science 2019-09-10 Mark Braverman , Gillat Kol , Shay Moran , Raghuvansh R. Saxena

In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…

Statistics Theory · Mathematics 2022-04-25 Azeem Zaman , Botond Szabó

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

Three decades of research in communication complexity have led to the invention of a number of techniques to lower bound randomized communication complexity. The majority of these techniques involve properties of large submatrices…

Computational Complexity · Computer Science 2012-05-07 Amit Chakrabarti , Ranganath Kondapally , Zhenghui Wang

In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…

Optimization and Control · Mathematics 2021-09-03 Blake Woodworth

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

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

In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…

Optimization and Control · Mathematics 2018-10-25 Divya Padmanabhan , Karthik Natarajan , Karthyek R. A. Murthy

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais