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This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

Optimization and Control · Mathematics 2026-04-28 Boou Jiang , Jongho Park , Jinchao Xu

The study of online decision-making problems that leverage contextual information has drawn notable attention due to their significant applications in fields ranging from healthcare to autonomous systems. In modern applications, contextual…

Machine Learning · Statistics 2025-04-22 Qiyu Han , Will Wei Sun , Yichen Zhang

We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…

Optimization and Control · Mathematics 2018-01-22 Soomin Lee , Michael M. Zavlanos

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent in the network possesses a local objective function, and…

Optimization and Control · Mathematics 2023-01-31 Savelii Chezhegov , Anton Novitskii , Alexander Rogozin , Sergei Parsegov , Pavel Dvurechensky , Alexander Gasnikov

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

Representation learning is a widely adopted framework for learning in data-scarce environments, aiming to extract common features from related tasks. While centralized approaches have been extensively studied, decentralized methods remain…

Machine Learning · Computer Science 2025-12-30 Donghwa Kang , Shana Moothedath

This article introduces a generalized framework for Decentralized Learning formulated as a Multi-Objective Optimization problem, in which both distributed agents and a central coordinator contribute independent, potentially conflicting…

Optimization and Control · Mathematics 2025-07-21 Roberto Morales , Umberto Biccari

Observations collected by agents in a network may be unreliable due to observation noise or interference. This paper proposes a distributed algorithm that allows each node to improve the reliability of its own observation by relying solely…

Machine Learning · Computer Science 2022-03-21 Roula Nassif , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

Optimization and Control · Mathematics 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation…

Machine Learning · Computer Science 2020-09-15 Ran Xin , Shi Pu , Angelia Nedić , Usman A. Khan

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

Machine Learning · Computer Science 2019-11-14 Ran Xin , Soummya Kar , Usman A. Khan

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris

A guiding principle for data reduction in statistical inference is the sufficiency principle. This paper extends the classical sufficiency principle to decentralized inference, i.e., data reduction needs to be achieved in a decentralized…

Information Theory · Computer Science 2015-06-16 Ge Xu , Shengyu Zhu , Biao Chen

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang
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