相关论文: Subgradient-Push Is of the Optimal Convergence Rat…

We consider distributed optimization on undirected connected graphs. We propose a novel distributed conditional gradient method with (O(1/\sqrt{k})) convergence. Compared with existing methods, each iteration of our method uses both…

In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…

In this paper, we consider the convex, finite-sum minimization problem with explicit convex constraints over strongly connected directed graphs. The constraint is an intersection of several convex sets each being known to only one node. To…

We consider the optimization problem of minimizing the sum-of-nonconvex function, i.e., a convex function that is the average of nonconvex components. The existing stochastic algorithms for such a problem only focus on a single machine and…

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

This paper addresses the problem of distributed optimization, where a network of agents represented as a directed graph (digraph) aims to collaboratively minimize the sum of their individual cost functions. Existing approaches for…

We solve the (weighted) sum-rate maximization problem over the set of achievable rates characterized by a nonlinear spectral radius function. This set has been recently shown to be convex in some practically relevant settings in modern…

This paper studies delayed stochastic algorithms for weakly convex optimization in a distributed network with workers connected to a master node. Recently, Xu et al. 2022 showed that an inertial stochastic subgradient method converges at a…

A stochastic incremental subgradient algorithm for the minimization of a sum of convex functions is introduced. The method sequentially uses partial subgradient information and the sequence of partial subgradients is determined by a general…

PageRank is a famous measure of graph centrality that has numerous applications in practice. The problem of computing a single node's PageRank has been the subject of extensive research over a decade. However, existing methods still incur…

In this paper, we propose a new way to obtain optimal convergence rates for smooth stochastic (strong) convex optimization tasks. Our approach is based on results for optimization tasks where gradients have nonrandom noise. In contrast to…

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

This paper considers the distributed optimization problem over a network, where the objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. We develop an Accelerated…

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

It is well known that both gradient descent and stochastic coordinate descent achieve a global convergence rate of $O(1/k)$ in the objective value, when applied to a scheme for minimizing a Lipschitz-continuously differentiable,…

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

We study the convergence of the last iterate (i.e., the $(N+1)$-th iterate) of the AdaGrad method. Although AdaGrad -- an adaptive subgradient method -- underpins a wide class of algorithms, most existing convergence analyses focus on…

In this work, we study the computational complexity of reducing the squared gradient magnitude for smooth minimax optimization problems. First, we present algorithms with accelerated $\mathcal{O}(1/k^2)$ last-iterate rates, faster than the…

This paper studies a compressed momentum-based single-point zeroth-order algorithm for stochastic distributed nonconvex optimization, aiming to alleviate communication overhead and address the unavailability of explicit gradient…