Related papers: An Optimistic Gradient Tracking Method for Distrib…
This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…
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…
This paper investigates the privacy-preserving distributed optimization problem, aiming to protect agents' private information from potential attackers during the optimization process. Gradient tracking, an advanced technique for improving…
In this work, we study decentralized stochastic nonconvex Polyak--{\L}ojasiewicz minimax problems and propose a communication-efficient algorithm. Motivated by the efficiency of local SGD in federated learning, we investigate decentralized…
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…
In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…
Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…
This paper considers the problem of distributed optimization over time-varying graphs. For the case of undirected graphs, we introduce a distributed algorithm, referred to as DIGing, based on a combination of a distributed inexact gradient…
In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…
Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…
This paper studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…
The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…
We consider a general multi-agent convex optimization problem where the agents are to collectively minimize a global objective function subject to a global inequality constraint, a global equality constraint, and a global constraint set.…
We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…
In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…
Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…
We propose a new first-order optimization algorithm -- AcceleratedGradient-OptimisticGradient (AG-OG) Descent Ascent -- for separable convex-concave minimax optimization. The main idea of our algorithm is to carefully leverage the structure…
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…
Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…
We propose a distributed first-order augmented Lagrangian (DFAL) algorithm to minimize the sum of composite convex functions, where each term in the sum is a private cost function belonging to a node, and only nodes connected by an edge can…