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Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…

Machine Learning · Computer Science 2024-06-13 Jiaojiao Zhang , Jiang Hu , Anthony Man-Cho So , Mikael Johansson

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

We introduce a reduced-communication distributed optimization scheme based on estimating the solution to a proximal minimization problem. Our proposed setup involves a group of agents coordinated by a central entity, altogether operating in…

Optimization and Control · Mathematics 2018-07-10 Giorgos Stathopoulos , Colin N. Jones

In the last few years, the theory of decentralized distributed convex optimization has made significant progress. The lower bounds on communications rounds and oracle calls have appeared, as well as methods that reach both of these bounds.…

Optimization and Control · Mathematics 2022-08-23 Eduard Gorbunov , Alexander Rogozin , Aleksandr Beznosikov , Darina Dvinskikh , Alexander Gasnikov

We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…

Data Structures and Algorithms · Computer Science 2019-07-17 Khaled Elbassioni

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

The question of what can be computed, and how efficiently, are at the core of computer science. Not surprisingly, in distributed systems and networking research, an equally fundamental question is what can be computed in a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-01 Fabian Kuhn , Thomas Moscibroda , Roger Wattenhofer

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

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. Recent advances using the distributed gradient…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We describe new lower bounds for randomized communication complexity and query complexity which we call the partition bounds. They are expressed as the optimum value of linear programs. For communication complexity we show that the…

Computational Complexity · Computer Science 2009-11-19 Rahul Jain , Hartmut Klauck

In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such problems arise, for example, as a subproblem of demand matrix…

We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…

Machine Learning · Statistics 2025-06-03 El Mehdi Saad , Wei-Cheng Lee , Francesco Orabona

We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

Machine Learning · Statistics 2015-03-17 Zhaoran Wang , Quanquan Gu , Han Liu

Convolutional neural networks (CNNs) are important in a wide variety of machine learning tasks and applications, so optimizing their performance is essential. Moving words of data between levels of a memory hierarchy or between processors…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-14 Anthony Chen , James Demmel , Grace Dinh , Mason Haberle , Olga Holtz

High-dimensional models often have a large memory footprint and must be quantized after training before being deployed on resource-constrained edge devices for inference tasks. In this work, we develop an information-theoretic framework for…

Information Theory · Computer Science 2022-09-01 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

We consider the randomized communication complexity of the distributed $\ell_p$-regression problem in the coordinator model, for $p\in (0,2]$. In this problem, there is a coordinator and $s$ servers. The $i$-th server receives $A^i\in\{-M,…

Data Structures and Algorithms · Computer Science 2023-07-12 Yi Li , Honghao Lin , David P. Woodruff
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