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This paper studies the convergence properties the well-known message-passing algorithm for convex optimisation. Under the assumption of pairwise separability and scaled diagonal dominance, asymptotic convergence is established and a simple…

Optimization and Control · Mathematics 2019-04-10 Zhaorong Zhang , Minyue Fu

In distributed optimization and machine learning, multiple nodes coordinate to solve large problems. To do this, the nodes need to compress important algorithm information to bits so that it can be communicated over a digital channel. The…

Optimization and Control · Mathematics 2020-12-02 Sindri Magnússon , Hossein Shokri-Ghadikolaei , Na Li

We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a…

Optimization and Control · Mathematics 2021-10-28 Foivos Alimisis , Peter Davies , Bart Vandereycken , Dan Alistarh

We present a new method that includes three key components of distributed optimization and federated learning: variance reduction of stochastic gradients, partial participation, and compressed communication. We prove that the new method has…

Machine Learning · Computer Science 2024-01-04 Alexander Tyurin , Peter Richtárik

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted…

Information Theory · Computer Science 2017-04-05 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song , Stefania Sardellitti

Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-24 Hussam Al Daas , Grey Ballard , Laura Grigori , Md Taufique Hussain , Suraj Kumar , Mohammad Marufur Rahman , Kathryn Rouse

In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…

Systems and Control · Electrical Eng. & Systems 2024-10-21 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

We establish new lower-bounds for the information complexity of mixed-integer convex optimization under two "bit-wise" oracles. The first oracle provides bits of first-order information in the standard coordinate model, and the second…

Optimization and Control · Mathematics 2025-11-05 Amitabh Basu , Phillip Kerger , Marco Molinaro

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

This paper studies the communication complexity of convex risk-averse optimization over a network. The problem generalizes the well-studied risk-neutral finite-sum distributed optimization problem and its importance stems from the need to…

Optimization and Control · Mathematics 2023-03-08 Guanghui Lan , Zhe Zhang

This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…

Optimization and Control · Mathematics 2023-06-08 Yue Xie , Stephen J. Wright

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

With distributed machine learning being a prominent technique for large-scale machine learning tasks, communication complexity has become a major bottleneck for speeding up training and scaling up machine numbers. In this paper, we propose…

Machine Learning · Computer Science 2023-09-26 Pengyun Yue , Hanzhen Zhao , Cong Fang , Di He , Liwei Wang , Zhouchen Lin , Song-chun Zhu

In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…

Systems and Control · Computer Science 2013-12-02 Mathias Bürger , Giuseppe Notarstefano , Frank Allgöwer

In Constraint Programming, solving discrete minimization problems with hard and soft constraints can be done either using (i) soft global constraints, (ii) a reformulation into a linear program, or (iii) a reformulation into local cost…

Artificial Intelligence · Computer Science 2025-09-24 Pierre Montalbano , Simon de Givry , George Katsirelos

We investigate fast and communication-efficient algorithms for the classic problem of minimizing a sum of strongly convex and smooth functions that are distributed among $n$ different nodes, which can communicate using a limited number of…

Optimization and Control · Mathematics 2021-06-21 Foivos Alimisis , Peter Davies , Dan Alistarh

This paper studies the complexity of distributed construction of purely additive spanners in the CONGEST model. We describe algorithms for building such spanners in several cases. Because of the need to simultaneously make decisions at far…

Data Structures and Algorithms · Computer Science 2016-07-20 Keren Censor-Hillel , Telikepalli Kavitha , Ami Paz , Amir Yehudayoff