Qing Ling

Single-Timescale Multi-Sequence Stochastic Approximation Without Fixed Point Smoothness: Theories and Applications

  • Yue Huang
  • Zhaoxian Wu
  • Shiqian Ma
  • Qing Ling
    • Categories Nonlinear Optimization, Stochastic Programming Tags , , ,

    \(\) Stochastic approximation (SA) that involves multiple coupled sequences, known as multiple-sequence SA (MSSA), finds diverse applications in the fields of signal processing and machine learning. However, existing theoretical understandings of MSSA are limited: the multi-timescale analysis implies a slow convergence rate, whereas the single-timescale analysis relies on a stringent fixed point smoothness assumption. This … Read more

    Decentralized Consensus Optimization with Asynchrony and Delays

  • Qing Ling
  • Wotao Yin
  • Ali H. Sayed
  • Tianyu Wu
  • Kun Yuan
    • Categories Convex and Nonsmooth Optimization, Network Optimization, Nonlinear Optimization Tags , , ,

    We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can compute and communicate independently at different times, for different durations, with the information it has even if the latest information from … Read more

    On the Convergence of Decentralized Gradient Descent

  • Qing Ling
  • Wotao Yin
  • Kun Yuan
    • Categories Convex Optimization Tags ,

    Consider the consensus problem of minimizing $f(x)=\sum_{i=1}^n f_i(x)$ where each $f_i$ is only known to one individual agent $i$ out of a connected network of $n$ agents. All the agents shall collaboratively solve this problem and obtain the solution subject to data exchanges restricted to between neighboring agents. Such algorithms avoid the need of a … Read more