相关论文: Riemannian EXTRA: Communication-efficient decentra…

In the past years, augmented Lagrangian methods have been successfully applied to several classes of non-convex optimization problems, inspiring new developments in both theory and practice. In this paper we bring most of these recent…

We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

We propose a divide-and-conquer (DAC) algorithm for constrained convex optimization over networks, where the global objective is the sum of local objectives attached to individual agents. The algorithm is fully distributed: each iteration…

Riemannian convex optimization and minimax optimization have recently drawn considerable attention. Their appeal lies in their capacity to adeptly manage the non-convexity of the objective function as well as constraints inherent in the…

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…

In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity…

We introduce a new algorithm, extended regularized dual averaging (XRDA), for solving regularized stochastic optimization problems, which generalizes the regularized dual averaging (RDA) method. The main novelty of the method is that it…

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

In the next generation wireless networks, lowlatency communication is critical to support emerging diversified applications, e.g., Tactile Internet and Virtual Reality. In this paper, a novel blind demixing approach is developed to reduce…

Riemannian meta-optimization provides a promising approach to solving non-linear constrained optimization problems, which trains neural networks as optimizers to perform optimization on Riemannian manifolds. However, existing Riemannian…

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

The goal of tensor completion is to fill in missing entries of a partially known tensor (possibly including some noise) under a low-rank constraint. This may be formulated as a least-squares problem. The set of tensors of a given…

We present the first distributed optimization algorithm with lazy communication for collaborative geometric estimation, the backbone of modern collaborative simultaneous localization and mapping (SLAM) and structure-from-motion (SfM)…

We study decentralized smooth optimization problems over compact submanifolds. Recasting it as a composite optimization problem, we propose a decentralized Douglas-Rachford splitting algorithm, DDRS. When the proximal operator of the local…

Recently, decentralized optimization over the Stiefel manifold has attacked tremendous attentions due to its wide range of applications in various fields. Existing methods rely on the gradients to update variables, which are not applicable…

Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…