Decentralized Bilevel Optimization

Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex bilevel optimization under a decentralized setting. We design decentralized algorithms for both deterministic and stochastic bilevel optimization problems. Moreover, we analyze the convergence rates of … Read more

Graph topology invariant gradient and sampling complexity for decentralized and stochastic optimization

One fundamental problem in decentralized multi-agent optimization is the trade-off between gradient/sampling complexity and communication complexity. We propose new algorithms whose gradient and sampling complexities are graph topology invariant, while their communication complexities remain optimal. For convex smooth deterministic problems, we propose a primal dual sliding (PDS) algorithm that computes an $\epsilon$-solution with $O((\tilde{L}/\epsilon)^{1/2})$ gradient … Read more

Decentralized Online Integer Programming Problems with a Coupling Cardinality Constraint

We consider a problem involving a set of agents who need to coordinate their actions to optimize the sum of their objectives while satisfying a common resource constraint. The objective functions of the agents are unknown to them a priori and are revealed in an online manner. The resulting problem is an online optimization problem … Read more

Communication-Efficient Algorithms for Decentralized and Stochastic Optimization

We present a new class of decentralized first-order methods for nonsmooth and stochastic optimization problems defined over multiagent networks. Considering that communication is a major bottleneck in decentralized optimization, our main goal in this paper is to develop algorithmic frameworks which can significantly reduce the number of inter-node communications. We first propose a decentralized primal-dual … Read more

Expander Graph and Communication-Efficient Decentralized Optimization

In this paper, we discuss how to design the graph topology to reduce the communication complexity of certain algorithms for decentralized optimization. Our goal is to minimize the total communication needed to achieve a prescribed accuracy. We discover that the so-called expander graphs are near-optimal choices. We propose three approaches to construct expander graphs for … Read more

On the convergence of a regularized Jacobi algorithm for convex optimization

In this paper we consider the regularized version of the Jacobi algorithm, a block coordinate descent method for convex optimization with differentiable objective function and block-separable constraints that has been recently proposed in the literature. Under certain regularity assumptions on the objective function, this algorithm has been shown to satisfy the so-called sufficient decrease condition, … Read more

On the Convergence of Decentralized Gradient Descent

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