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We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

We consider the problem of decentralized consensus optimization, where the sum of $n$ smooth and strongly convex functions are minimized over $n$ distributed agents that form a connected network. In particular, we consider the case that the…

Machine Learning · Computer Science 2019-10-02 Amirhossein Reisizadeh , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Emiliano Dall'Anese

We study distributed optimization problems over multi-agent networks, including consensus and network flow problems. Existing distributed methods neglect the heterogeneity among agents' computational capabilities, limiting their…

Optimization and Control · Mathematics 2023-08-03 Xiaochun Niu , Ermin Wei

In this paper, a class of Decentralized Approximate Newton (DEAN) methods for addressing convex optimization on a networked system are developed, where nodes in the networked system seek for a consensus that minimizes the sum of their…

Optimization and Control · Mathematics 2020-12-01 Hejie Wei , Zhihai Qu , Xuyang Wu , Hao Wang , Jie Lu

Gradient tracking (GT) is an algorithm designed for solving decentralized optimization problems over a network (such as training a machine learning model). A key feature of GT is a tracking mechanism that allows to overcome data…

Optimization and Control · Mathematics 2023-01-05 Yue Liu , Tao Lin , Anastasia Koloskova , Sebastian U. Stich

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

We study the problem of decentralized optimization over time-varying networks with strongly convex smooth cost functions. In our approach, nodes run a multi-step gossip procedure after making each gradient update, thus ensuring approximate…

Optimization and Control · Mathematics 2022-11-08 Alexander Rogozin , Vladislav Lukoshkin , Alexander Gasnikov , Dmitry Kovalev , Egor Shulgin

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…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

This paper studies a decentralized stochastic gradient tracking (DSGT) algorithm for non-convex empirical risk minimization problems over a peer-to-peer network of nodes, which is in sharp contrast to the existing DSGT only for convex…

Machine Learning · Computer Science 2020-08-31 Jiaqi Zhang , Keyou You

Decentralized nonconvex optimization has received increasing attention in recent years in machine learning due to its advantages in system robustness, data privacy, and implementation simplicity. However, three fundamental challenges in…

Machine Learning · Computer Science 2021-05-20 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

In this paper, we consider a large network containing many regions such that each region is equipped with a worker with some data processing and communication capability. For such a network, some workers may become stragglers due to the…

Systems and Control · Electrical Eng. & Systems 2022-04-14 Elie Atallah , Nazanin Rahnavard , Qiyu Sun

We propose a communication and computation efficient second-order method for distributed optimization. For each iteration, our method only requires $\mathcal{O}(d)$ communication complexity, where $d$ is the problem dimension. We also…

Optimization and Control · Mathematics 2023-05-30 Chengchang Liu , Lesi Chen , Luo Luo , John C. S. Lui

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

In decentralized optimization, it is common algorithmic practice to have nodes interleave (local) gradient descent iterations with gossip (i.e. averaging over the network) steps. Motivated by the training of large-scale machine learning…

Machine Learning · Computer Science 2020-11-24 Abolfazl Hashemi , Anish Acharya , Rudrajit Das , Haris Vikalo , Sujay Sanghavi , Inderjit Dhillon

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…

Systems and Control · Electrical Eng. & Systems 2021-05-27 Vivek Khatana , Govind Saraswat , Sourav Patel , Murti V. Salapaka

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg