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In the paper, we propose an effective and efficient Compositional Federated Learning (ComFedL) algorithm for solving a new compositional Federated Learning (FL) framework, which frequently appears in many data mining and machine learning…

Machine Learning · Computer Science 2023-07-28 Feihu Huang , Junyi Li

In this work, we consider the problem of minimizing the sum of Moreau envelopes of given functions, which has previously appeared in the context of meta-learning and personalized federated learning. In contrast to the existing theory that…

Optimization and Control · Mathematics 2023-01-18 Konstantin Mishchenko , Slavomír Hanzely , Peter Richtárik

Mutual localization provides a consensus of reference frame as an essential basis for cooperation in multirobot systems. Previous works have developed certifiable and robust solvers for relative transformation estimation between each pair…

Robotics · Computer Science 2022-10-18 Yingjian Wang , Xiangyong Wen , Yanjun Cao , Chao Xu , Fei Gao

In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione

Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…

Optimization and Control · Mathematics 2016-11-17 Shengyu Zhu , Mingyi Hong , Biao Chen

In this work, we introduce ADAPD, $\textbf{A}$ $\textbf{D}$ecentr$\textbf{A}$lized $\textbf{P}$rimal-$\textbf{D}$ual algorithmic framework for solving non-convex and smooth consensus optimization problems over a network of distributed…

Optimization and Control · Mathematics 2023-02-07 Gabriel Mancino-Ball , Yangyang Xu , Jie Chen

Although Federated Learning (FL) enables global model training across clients without compromising their raw data, due to the unevenly distributed data among clients, existing Federated Averaging (FedAvg)-based methods suffer from the…

Machine Learning · Computer Science 2024-07-08 Ming Hu , Zhihao Yue , Xiaofei Xie , Cheng Chen , Yihao Huang , Xian Wei , Xiang Lian , Yang Liu , Mingsong Chen

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

We present a trust-region-based adaptive finite-element algorithm for numerically solving a class of nonsmooth PDE-constrained optimization problems that includes problems with sparsifying regularizers and convex constraints. In particular,…

Optimization and Control · Mathematics 2026-04-28 Harbir Antil , Robert J. Baraldi , Rohit Khandelwal , Drew P. Kouri

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

The linearly constrained convex composite programming problems whose objective function contains two blocks with each block being the form of nonsmooth+smooth arises frequently in multiple fields of applications. If both of the smooth terms…

Optimization and Control · Mathematics 2021-11-25 Congying Qin , Yunhai Xiao , Peili Li

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

In this paper we consider minimization of a difference-of-convex (DC) function with and without linear constraints. We first study a smooth approximation of a generic DC function, termed difference-of-Moreau-envelopes (DME) smoothing, where…

Optimization and Control · Mathematics 2022-11-21 Kaizhao Sun , Xu Andy Sun

We propose a new majorization-minimization (MM) method for non-smooth and non-convex programs, which is general enough to include the existing MM methods. Besides the local majorization condition, we only require that the difference between…

Optimization and Control · Mathematics 2015-11-26 Chen Xu , Zhouchen Lin , Zhenyu Zhao , Hongbin Zha

This paper considers the state estimation problem for nonlinear dynamic systems with unknown but bounded noises. Set membership filter (SMF) is a popular algorithm to solve this problem. In the set membership setting, we investigate the…

Optimization and Control · Mathematics 2022-11-10 Xiaowei Li , Xuqi Zhang , Zhiguo Wang , Xiaojing Shen

We propose a sparse regularization model for inversion of incomplete Fourier transforms and apply it to seismic wavefield modeling. The objective function of the proposed model employs the Moreau envelope of the $\ell_0$ norm under a tight…

Numerical Analysis · Mathematics 2022-06-13 Tingting Wu , Yuesheng Xu

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

Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…

Machine Learning · Statistics 2018-09-12 Lei Guan , Linbo Qiao , Dongsheng Li , Tao Sun , Keshi Ge , Xicheng Lu

Federated learning (FL) is a promising framework for learning from distributed data while maintaining privacy. The development of efficient FL algorithms encounters various challenges, including heterogeneous data and systems, limited…

Machine Learning · Computer Science 2024-08-01 Yongcun Song , Ziqi Wang , Enrique Zuazua
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