On decentralized nonsmooth optimization

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

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)

Cites Work

• Title not available (Why is that?)
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Distributed Subgradient Methods for Multi-Agent Optimization
• Estimating point-to-point and point-to-multipoint traffic matrices: an information-theoretic approach.
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Cited In (7)

• 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
• An Improved Convergence Analysis for Decentralized Online Stochastic Non-Convex Optimization
• Non-Convex Distributed Optimization
• 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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