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In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…

Machine Learning · Computer Science 2022-10-07 Zhuqing Liu , Xin Zhang , Prashant Khanduri , Songtao Lu , Jia Liu

This paper investigates privacy issues in distributed resource allocation over directed networks, where each agent holds a private cost function and optimizes its decision subject to a global coupling constraint through local interaction…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Wei Huo , Xiaomeng Chen , Lingying Huang , Karl Henrik Johansson , Ling Shi

We consider the problem of training machine learning models on distributed data in a decentralized way. For finite-sum problems, fast single-machine algorithms for large datasets rely on stochastic updates combined with variance reduction.…

Optimization and Control · Mathematics 2020-06-26 Hadrien Hendrikx , Francis Bach , Laurent Massoulié

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…

Optimization and Control · Mathematics 2024-01-09 Xinran Zheng , Tara Javidi , Behrouz Touri

This paper studies second-order methods for nonconvex-strongly-convex bilevel optimization. We propose a novel fully second-order bilevel approximation method (FSBA) that achieves an iteration complexity of…

Optimization and Control · Mathematics 2026-05-08 Sheng Yang , Chengchang Liu , Lesi Chen , John C. S. Lui

In this paper, we study the problem of solving a simple bilevel optimization problem, where the upper-level objective is minimized over the solution set of the lower-level problem. We focus on the general setting in which both the upper-…

Optimization and Control · Mathematics 2025-08-01 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Adam has become one of the most popular optimizers for training modern deep neural networks, such as transformers. However, its applicability is largely restricted to single-level optimization problems. In this paper, we aim to extend…

Machine Learning · Computer Science 2025-03-07 Xiaochuan Gong , Jie Hao , Mingrui Liu

We revisit two fundamental decentralized optimization methods, Decentralized Gradient Tracking (DGT) and Decentralized Gradient Descent (DGD), with multiple local updates. We consider two settings and demonstrate that incorporating local…

Machine Learning · Computer Science 2024-12-25 Tongle Wu , Zhize Li , Ying Sun

In this work, we consider a connected network of finitely many agents working cooperatively to solve a min-max problem with convex-concave structure. We propose a decentralised first-order algorithm which can be viewed as a non-trivial…

Optimization and Control · Mathematics 2026-01-21 Yura Malitsky , Matthew K. Tam

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for…

Optimization and Control · Mathematics 2021-02-12 Darina Dvinskikh , Alexander Gasnikov

In recent years, a variety of gradient-based methods have been developed to solve Bi-Level Optimization (BLO) problems in machine learning and computer vision areas. However, the theoretical correctness and practical effectiveness of these…

Machine Learning · Computer Science 2022-01-04 Risheng Liu , Pan Mu , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We consider the problem of decentralized optimization in networks with communication delays. To accommodate delays, we need decentralized optimization algorithms that work on directed graphs. Existing approaches require nodes to know their…

Optimization and Control · Mathematics 2024-12-31 Tomas Ortega , Hamid Jafarkhani

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

Emerging applications in multi-agent environments such as internet-of-things, networked sensing, autonomous systems and federated learning, call for decentralized algorithms for finite-sum optimizations that are resource-efficient in terms…

Machine Learning · Statistics 2021-12-03 Boyue Li , Zhize Li , Yuejie Chi

In this paper, we consider a distributed stochastic non-convex optimization problem, which is about minimizing a sum of $n$ local cost functions over a network with only zeroth-order information. A novel single-loop Decentralized…

Optimization and Control · Mathematics 2023-10-31 Hongxu Chen , Jinchi Chen , Ke Wei

Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…

Optimization and Control · Mathematics 2024-01-09 Lei Wang , Xin Liu

Decentralized optimization algorithms have recently attracted increasing attention due to its wide applications in all areas of science and engineering. In these algorithms, a collection of agents collaborate to minimize the average of a…

Optimization and Control · Mathematics 2024-09-18 Shujing Feng , Xin Jiang

In decentralized optimization over networks, each node in the network has a portion of the global objective function and the aim is to collectively optimize this function. Gradient tracking methods have emerged as a popular alternative for…

Optimization and Control · Mathematics 2023-12-13 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta