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Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We…

Optimization and Control · Mathematics 2025-09-30 Amir Ali Farzin , Yuen Man Pun , Philipp Braun , Antoine Lesage-landry , Youssef Diouane , Iman Shames

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

Recent optimizers such as Lion and Muon have demonstrated strong empirical performance by normalizing gradient momentum via linear minimization oracles (LMOs). While variance reduction has been explored to accelerate LMO-based methods, it…

Machine Learning · Computer Science 2026-05-08 Won-Jun Jang , Si-Hyeon Lee

In distributed machine learning (DML), the training data is distributed across multiple worker nodes to perform the underlying training in parallel. One major problem affecting the performance of DML algorithms is presence of stragglers.…

Information Theory · Computer Science 2021-05-14 Amogh Johri , Arti Yardi , Tejas Bodas

In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional…

Optimization and Control · Mathematics 2022-08-16 Weijia Shao , Sahin Albayrak

Distributed learning is essential for training large-scale deep models. Asynchronous SGD (ASGD) and its variants are commonly used distributed learning methods, particularly in scenarios where the computing capabilities of workers in the…

Machine Learning · Computer Science 2025-01-24 Chang-Wei Shi , Yi-Rui Yang , Wu-Jun Li

The mathematical program with equilibrium constraints (MPEC) is a powerful yet challenging class of constrained optimization problems, where the constraints are characterized by a parametrized variational inequality (VI) problem. While…

Optimization and Control · Mathematics 2026-05-19 Mohammadjavad Ebrahimi , Uday V. Shanbhag , Farzad Yousefian

In distributed and federated learning algorithms, communication overhead is often reduced by performing multiple local updates between communication rounds. However, due to data heterogeneity across nodes and the local gradient noise within…

Machine Learning · Computer Science 2025-12-02 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

In this paper, we focus on solving the decentralized optimization problem of minimizing the sum of $n$ objective functions over a multi-agent network. The agents are embedded in an undirected graph where they can only send/receive…

Optimization and Control · Mathematics 2024-04-23 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan

Fine-tuning large pretrained language models (LLMs) is a cornerstone of modern NLP, yet its growing memory demands (driven by backpropagation and large optimizer States) limit deployment in resource-constrained settings. Zero-order (ZO)…

Machine Learning · Computer Science 2026-02-17 Valery Parfenov , Grigoriy Evseev , Andrey Veprikov , Nikolay Bushkov , Stanislav Moiseev , Aleksandr Beznosikov

We introduce and analyze Structured Stochastic Zeroth order Descent (S-SZD), a finite difference approach that approximates a stochastic gradient on a set of $l\leq d$ orthogonal directions, where $d$ is the dimension of the ambient space.…

Optimization and Control · Mathematics 2024-10-10 Marco Rando , Cesare Molinari , Silvia Villa , Lorenzo Rosasco

Distributed zeroth-order optimization is increasingly applied in heterogeneous scenarios where agents possess distinct data distributions and objectives. This heterogeneity poses fundamental challenges for convergence analysis, as existing…

Optimization and Control · Mathematics 2026-02-10 Haonan Wang , Xinlei Yi , Yiguang Hong , Minghui Liwang

Continual learning requires new-task adaptation without damaging previously acquired capabilities. Recent forward-pass and zeroth-order (ZO) results show that low-query adaptation may retain better than first-order (FO) descent, but the…

Machine Learning · Computer Science 2026-05-12 Yao Shu , Jian Mu , Zhongxiang Dai

This paper considers the problem of decentralized optimization on compact submanifolds, where a finite sum of smooth (possibly non-convex) local functions is minimized by $n$ agents forming an undirected and connected graph. However, the…

Optimization and Control · Mathematics 2025-06-10 Jun Chen , Lina Liu , Tianyi Zhu , Yong Liu , Guang Dai , Yunliang Jiang , Ivor W. Tsang

Aggregative cooperative optimization problems arise in distributed decision-making settings where each agent's objective depends on its own decision as well as on an aggregate variable capturing global system behavior. Motivated by…

Optimization and Control · Mathematics 2026-04-09 Amir Mehrnoosh , Giuseppe Speciale , Riccardo Brumali , Giuseppe Notarstefano , Gianluca Bianchin

In this work, we explore the capabilities of multiplexed gradient descent (MGD), a scalable and efficient perturbative zeroth-order training method for estimating the gradient of a loss function in hardware and training it via stochastic…

Machine Learning · Computer Science 2025-05-01 Bakhrom G. Oripov , Andrew Dienstfrey , Adam N. McCaughan , Sonia M. Buckley

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

Distributed optimization enables networked agents to cooperatively solve a global optimization problem even with each participating agent only having access to a local partial view of the objective function. Despite making significant…

Optimization and Control · Mathematics 2022-10-04 Yongqiang Wang , Tamer Başar

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu