Numerical methods for distributed stochastic compositional optimization problems with aggregative structure

DOI10.1080/10556788.2024.2381214MaRDI QIDQ6971055zbMATH OpenFDO

Authors Shengchao Zhao, Yongchao Liu

Publication date 17 June 2025

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2024.2381214

Mathematics Subject Classification ID

Stochastic approximation (62L20) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cites work

• A Compressed Gradient Tracking Method for Decentralized Optimization With Linear Convergence
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• Convergence Rates of Distributed Gradient Methods Under Random Quantization: A Stochastic Approximation Approach
• Discrete-time dynamic average consensus
• Distributed Aggregative Optimization Over Multi-Agent Networks
• Distributed stochastic compositional optimization problems over directed networks
• Fast Convergence Rates of Distributed Subgradient Methods With Adaptive Quantization
• Lectures on Stochastic Programming
• Model-based annealing random search with stochastic averaging
• Optimization methods for large-scale machine learning
• Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization
• Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
• Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming

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