Recent theoretical advances in decentralized distributed convex optimization
From MaRDI portal
Abstract: In the last few years, the theory of decentralized distributed convex optimization has made significant progress. The lower bounds on communications rounds and oracle calls have appeared, as well as methods that reach both of these bounds. In this paper, we focus on how these results can be explained based on optimal algorithms for the non-distributed setup. In particular, we provide our recent results that have not been published yet and that could be found in details only in arXiv preprints.
Recommendations
- Optimal convergence rates for convex distributed optimization in networks
- On decentralized nonsmooth optimization
- An Optimal Algorithm for Decentralized Finite-Sum Optimization
- Communication-efficient algorithms for decentralized and stochastic optimization
- Near-Optimal Decentralized Algorithms for Saddle Point Problems over Time-Varying Networks
Cites work
- A dual approach for optimal algorithms in distributed optimization over networks
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A smoothed dual approach for variational Wasserstein problems
- A Stochastic Approximation Method
- Accelerated and unaccelerated stochastic gradient descent in model generality
- Accelerated Distributed Nesterov Gradient Descent
- Accelerated meta-algorithm for convex optimization problems
- Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
- Algorithms for stochastic optimization with function or expectation constraints
- Alternating minimization methods for strongly convex optimization
- An accelerated method for derivative-free smooth stochastic convex optimization
- An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback
- An Optimal Algorithm for Decentralized Finite-Sum Optimization
- An optimal method for stochastic composite optimization
- Communication-efficient algorithms for decentralized and stochastic optimization
- Decentralized Accelerated Gradient Methods With Increasing Penalty Parameters
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- Decentralized Proximal Gradient Algorithms With Linear Convergence Rates
- Decomposition into functions in the minimization problem
- Derivative-free optimization methods
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation
- Distributed stochastic gradient tracking methods
- Distributed Subgradient Methods for Multi-Agent Optimization
- Distributed Zero-Order Algorithms for Nonconvex Multiagent Optimization
- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- Entropic optimal transport is maximum-likelihood deconvolution
- Ergodicity of Continuous-Time Distributed Averaging Dynamics: A Spanning Directed Rooted Tree Approach
- Estimate sequences for stochastic composite optimization: variance reduction, acceleration, and robustness to noise
- EXTRA: an exact first-order algorithm for decentralized consensus optimization
- Fast Distributed Gradient Methods
- Fast linear iterations for distributed averaging
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- First- and second-order diffusive methods for rapid, coarse, distributed load balancing
- First-order and stochastic optimization methods for machine learning
- First-order methods of smooth convex optimization with inexact oracle
- Gradient methods for problems with inexact model of the objective
- Gradient sliding for composite optimization
- Gradient-free method for nonsmooth distributed optimization
- Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
- Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex
- Harnessing Smoothness to Accelerate Distributed Optimization
- scientific article; zbMATH DE number 5145289 (Why is no real title available?)
- scientific article; zbMATH DE number 5454133 (Why is no real title available?)
- scientific article; zbMATH DE number 51132 (Why is no real title available?)
- Inexact model: a framework for optimization and variational inequalities
- Introductory lectures on convex optimization. A basic course.
- Katyusha: the first direct acceleration of stochastic gradient methods
- Lectures on convex optimization
- Minimizing finite sums with the stochastic average gradient
- Mirror descent and convex optimization problems with non-smooth inequality constraints
- Monotone (nonlinear) operators in Hilbert space
- Near-Optimal Decentralized Algorithms for Saddle Point Problems over Time-Varying Networks
- On the convergence of decentralized gradient descent
- On the upper bound for the expectation of the norm of a vector uniformly distributed on the sphere and the phenomenon of concentration of uniform measure on the sphere
- Optimal convergence rates for convex distributed optimization in networks
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Parametric estimation. Finite sample theory
- Penalty-based method for decentralized optimization over time-varying graphs
- Potential-function proofs for gradient methods
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Random gradient extrapolation for distributed and stochastic optimization
- Random gradient-free minimization of convex functions
- Revisiting EXTRA for Smooth Distributed Optimization
- Robust Stochastic Approximation Approach to Stochastic Programming
- Solving variational inequalities with stochastic mirror-prox algorithm
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
- Towards accelerated rates for distributed optimization over time-varying networks
- Understanding machine learning. From theory to algorithms
- Universal method for stochastic composite optimization problems
Cited in
(9)- Decentralized Strongly-Convex Optimization with Affine Constraints: Primal and Dual Approaches
- Decentralized saddle-point problems with different constants of strong convexity and strong concavity
- Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters
- A review of decentralized optimization focused on information flows of decomposition algorithms
- An accelerated decentralized stochastic optimization algorithm with inexact model
- The mirror-prox sliding method for non-smooth decentralized saddle-point problems
- One-point feedback for composite optimization with applications to distributed and federated learning
- Average-case optimization analysis for distributed consensus algorithms on regular graphs
- Decentralized asynchronous optimization with DADAO allows decoupling and acceleration
This page was built for publication: Recent theoretical advances in decentralized distributed convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6354638)
