相关论文: Federated Smoothing ADMM for Localization

We develop cloud-assisted remote sensing techniques for enabling distributed consensus estimation of unknown parameters in a given geographic area. We first propose a distributed sensor network virtualization algorithm that searches for,…

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

Federated learning has shown its advances over the last few years but is facing many challenges, such as how algorithms save communication resources, how they reduce computational costs, and whether they converge. To address these issues,…

We propose \texttt{FedGLOMO}, a novel federated learning (FL) algorithm with an iteration complexity of $\mathcal{O}(\epsilon^{-1.5})$ to converge to an $\epsilon$-stationary point (i.e., $\mathbb{E}[\|\nabla f(\bm{x})\|^2] \leq \epsilon$)…

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Standard complexity analyses for weakly convex optimization rely on the Moreau envelope technique proposed by Davis and Drusvyatskiy (2019). The main insight is that nonsmooth algorithms, such as proximal subgradient, proximal point, and…

We consider minimizing $f(x) = \mathbb{E}[f(x,\omega)]$ when $f(x,\omega)$ is possibly nonsmooth and either strongly convex or convex in $x$. (I) Strongly convex. When $f(x,\omega)$ is $\mu-$strongly convex in $x$, we propose a variable…

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Federated learning, where algorithms are trained across multiple decentralized devices without sharing local data, is increasingly popular in distributed machine learning practice. Typically, a graph structure $G$ exists behind local…

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

The augmented Lagrangian method (ALM) is one of the most useful methods for constrained optimization. Its convergence has been well established under convexity assumptions or smoothness assumptions, or under both assumptions. ALM may…

Decentralized federated learning (FL) is a promising approach for training machine learning models on sensor networks, Internet of Things (IoT) devices, and other edge systems where no central server exists. While federated learning offers…

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…

Federated Learning (FL), a distributed learning paradigm that scales on-device learning collaboratively, has emerged as a promising approach for decentralized AI applications. Local optimization methods such as Federated Averaging (FedAvg)…

Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…

The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…