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The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

This work develops a distributed optimization algorithm for multi-robot 3-D semantic mapping using streaming range and visual observations and single-hop communication. Our approach relies on gradient-based optimization of the observation…

Robotics · Computer Science 2024-02-15 Arash Asgharivaskasi , Nikolay Atanasov

Distributed optimization algorithms are essential for training machine learning models on very large-scale datasets. However, they often suffer from communication bottlenecks. Confronting this issue, a communication-efficient primal-dual…

Optimization and Control · Mathematics 2017-11-16 Chenxin Ma , Martin Jaggi , Frank E. Curtis , Nathan Srebro , Martin Takáč

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

In this paper, we study a class of stochastic bilevel optimization problems, also known as stochastic simple bilevel optimization, where we minimize a smooth stochastic objective function over the optimal solution set of another stochastic…

Optimization and Control · Mathematics 2023-08-16 Jincheng Cao , Ruichen Jiang , Nazanin Abolfazli , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Variational inequalities in general and saddle point problems in particular are increasingly relevant in machine learning applications, including adversarial learning, GANs, transport and robust optimization. With increasing data and…

Machine Learning · Computer Science 2023-04-04 Aleksandr Beznosikov , Peter Richtárik , Michael Diskin , Max Ryabinin , Alexander Gasnikov

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…

Machine Learning · Computer Science 2012-04-17 Hal Daume , Jeff M. Phillips , Avishek Saha , Suresh Venkatasubramanian

This paper focuses on decentralized stochastic bilevel optimization (DSBO) where agents only communicate with their neighbors. We propose Decentralized Stochastic Gradient Descent and Ascent with Gradient Tracking (DSGDA-GT), a novel…

Optimization and Control · Mathematics 2026-01-06 Xiaoyu Wang , Xuxing Chen , Shiqian Ma , Tong Zhang

Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Carolyn L. Beck , R. Srikant

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

Optimization problems on the Stiefel manifold, ranging from principal component analysis to enhancing neural network robustness, are ubiquitous in machine learning. The Landing algorithm avoids computationally expensive retraction…

Optimization and Control · Mathematics 2025-08-12 Yilong Song , Peijin Li , Bin Gao , Kun Yuan

This paper studies the stochastic distributed nonconvex optimization problem over a network of agents, where agents only access stochastic zeroth-order information about their local cost functions and collaboratively optimize the global…

Optimization and Control · Mathematics 2025-09-01 Haonan Wang , Xinlei Yi , Yiguang Hong

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-17 Chi Zhang , Qianxiao Li

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems,…

Machine Learning · Computer Science 2022-12-29 Paul Vicol , Jonathan Lorraine , Fabian Pedregosa , David Duvenaud , Roger Grosse

Emerging applications of machine learning in numerous areas involve continuous gathering of and learning from streams of data. Real-time incorporation of streaming data into the learned models is essential for improved inference in these…

Machine Learning · Computer Science 2020-12-01 Matthew Nokleby , Haroon Raja , Waheed U. Bajwa

This paper firstly proposes a convex bilevel optimization paradigm to formulate and optimize popular learning and vision problems in real-world scenarios. Different from conventional approaches, which directly design their iteration schemes…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Risheng Liu , Long Ma , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn
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