相关论文: Federated Composite Saddle Point Optimization

In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…

Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…

Large-scale saddle-point problems arise in such machine learning tasks as GANs and linear models with affine constraints. In this paper, we study distributed saddle-point problems (SPP) with strongly-convex-strongly-concave smooth…

We propose and study several server-extrapolation strategies for enhancing the theoretical and empirical convergence properties of the popular federated learning optimizer FedProx [Li et al., 2020]. While it has long been known that some…

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or two-sided quadratic gradient growth (QGG)--novel conditions…

Federated Learning (FL) enables the utilization of vast, previously inaccessible data sources. At the same time, pre-trained Language Models (LMs) have taken the world by storm and for good reason. They exhibit remarkable emergent abilities…

In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite. The method is based on the primal dual fixed point method…

The federated learning (FL) framework enables edge clients to collaboratively learn a shared inference model while keeping privacy of training data on clients. Recently, many heuristics efforts have been made to generalize centralized…

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW…

We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized PD (LPD) method. For convex-strongly…

Federated Learning (FL) is a novel, multidisciplinary Machine Learning paradigm where multiple clients, such as mobile devices, collaborate to solve machine learning problems. Initially introduced in Kone{\v{c}}n{\'y} et al. (2016a,b);…

Federated learning is a framework for distributed optimization that places emphasis on communication efficiency. In particular, it follows a client-server broadcast model and is particularly appealing because of its ability to accommodate…

Federated Learning (FL) has emerged as a promising solution in Edge Computing (EC) environments to process the proliferation of data generated by edge devices. By collaboratively optimizing the global machine learning models on distributed…

Federated learning (FL) has become a hot research area in enabling the collaborative training of machine learning models among multiple clients that hold sensitive local data. Nevertheless, unconstrained federated optimization has been…

We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…

Very few methods for hybrid federated learning, where clients only hold subsets of both features and samples, exist. Yet, this scenario is extremely important in practical settings. We provide a fast, robust algorithm for hybrid federated…

The federated learning (FL) framework enables multiple clients to collaboratively train machine learning models without sharing their raw data, but it remains vulnerable to privacy attacks. One promising approach is to incorporate…

We consider the convex-concave saddle point problem $\min_{\mathbf{x}}\max_{\mathbf{y}}\Phi(\mathbf{x},\mathbf{y})$, where the decision variables $\mathbf{x}$ and/or $\mathbf{y}$ subject to a multi-block structure and affine coupling…