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Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization,…

Optimization and Control · Mathematics 2018-01-29 Jinshan Zeng , Wotao Yin

In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of…

Optimization and Control · Mathematics 2023-03-15 Savelii Chezhegov , Alexander Rogozin , Alexander Gasnikov

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

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Machine Learning · Computer Science 2024-10-11 Parvin Nazari , Ahmad Mousavi , Davoud Ataee Tarzanagh , George Michailidis

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

Optimization and Control · Mathematics 2024-12-03 Ion Necoara , Nitesh Kumar Singh

Communication compression techniques are of growing interests for solving the decentralized optimization problem under limited communication, where the global objective is to minimize the average of local cost functions over a multi-agent…

Optimization and Control · Mathematics 2021-06-21 Yiwei Liao , Zhuorui Li , Kun Huang , Shi Pu

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

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective…

Optimization and Control · Mathematics 2018-06-04 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…

Optimization and Control · Mathematics 2024-11-05 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Akiko Takeda

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

Decentralized optimization is an emerging paradigm in distributed learning in which agents achieve network-wide solutions by peer-to-peer communication without the central server. Since communication tends to be slower than computation,…

Optimization and Control · Mathematics 2023-03-14 Zhuoqing Song , Weijian Li , Kexin Jin , Lei Shi , Ming Yan , Wotao Yin , Kun Yuan

Consider a network of $N$ decentralized computing agents collaboratively solving a nonconvex stochastic composite problem. In this work, we propose a single-loop algorithm, called DEEPSTORM, that achieves optimal sample complexity for this…

Optimization and Control · Mathematics 2023-04-14 Gabriel Mancino-Ball , Shengnan Miao , Yangyang Xu , Jie Chen

In this paper, we study the communication and (sub)gradient computation costs in distributed optimization and give a sharp complexity analysis for the proposed distributed accelerated gradient methods. We present two algorithms based on the…

Optimization and Control · Mathematics 2020-08-19 Huan Li , Cong Fang , Wotao Yin , Zhouchen Lin

Solving optimization problems in multi-agent systems (MAS) involves information exchange between agents. These solutions must be robust to delays and errors that arise from an unreliable wireless network which typically connects the MAS. In…

Dynamical Systems · Mathematics 2019-12-19 Arunselvan Ramaswamy , Adrian Redder , Daniel E. Quevedo

We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

Optimization and Control · Mathematics 2025-08-01 Ilya Kuruzov , Xiaokai Chen , Gesualdo Scutari , Alexander Gasnikov

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

In the modern paradigm of multi-agent networks, communication has become one of the main bottlenecks for decentralized optimization, where a large number of agents are involved in minimizing the average of the local cost functions. In this…

Optimization and Control · Mathematics 2023-03-14 Yiwei Liao , Zhuorui Li , Shi Pu

Decentralized optimization has emerged as a critical paradigm for distributed learning, enabling scalable training while preserving data privacy through peer-to-peer collaboration. However, existing methods often suffer from communication…

Machine Learning · Computer Science 2026-01-06 Yijie Zhou , Shi Pu

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson
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