On decentralized nonsmooth optimization

DOI10.1007/978-3-031-35305-5_2MaRDI QIDQ6134043zbMATH OpenOpenAlexFDO

Authors Savelii Chezhegov, Alexander Rogozin, A. V. Gasnikov

Publication date 21 August 2023

Published in Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2303.08045

zbMATH Keywords

convex optimizationdistributed optimization

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Numerical methods involving duality (49M29)

Abstract: In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of problems: linear models with nonsmooth loss functions. Our algorithm combines regularization and dual reformulation to get an effective optimization method with complexity better than the lower bounds.

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• A stable alternative to Sinkhorn's algorithm for regularized optimal transport
• Distributed Subgradient Methods for Multi-Agent Optimization
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Estimating point-to-point and point-to-multipoint traffic matrices: an information-theoretic approach.

Cited in

(12)

• A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities
• Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems
• On Nonconvex Decentralized Gradient Descent
• A review of decentralized optimization focused on information flows of decomposition algorithms
• Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs
• Near-Optimal Decentralized Algorithms for Saddle Point Problems over Time-Varying Networks
• An Improved Convergence Analysis for Decentralized Online Stochastic Non-Convex Optimization
• Non-Convex Distributed Optimization
• Recent theoretical advances in decentralized distributed convex optimization
• Decentralized personalized federated learning: lower bounds and optimal algorithm for all personalization modes
• Convergence results of a nested decentralized gradient method for non-strongly convex problems
• Decentralized Dynamic Optimization Through the Alternating Direction Method of Multipliers

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