On decentralized nonsmooth optimization
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Publication:6134043
DOI10.1007/978-3-031-35305-5_2zbMATH Open1528.90185arXiv2303.08045OpenAlexW4381956162MaRDI QIDQ6134043FDOQ6134043
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)
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.
Full work available at URL: https://arxiv.org/abs/2303.08045
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Cited In (11)
- 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
- 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
- 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
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