We analyze several generic proximal splitting algorithms well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new rates on the function value suboptimality or distance to the solution, as well as new accelerated versions, using varying stepsizes. In addition, we propose distributed variants of these algorithms, which can be accelerated as well. While most existing results are ergodic, our nonergodic results significantly broaden our understanding of primal-dual optimization algorithms.
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The study of accelerated gradient methods in Riemannian optimization has recently witnessed notable progress. However, in contrast with the Euclidean setting, a systematic understanding of acceleration is still lacking in the Riemannian setting. We revisit the \emph{Accelerated Hybrid Proximal Extragradient} (A-HPE) method of \citet{monteiro2013accelerated}, a powerful framework for obtaining accelerated Euclidean methods. Subsequently, we propose a Riemannian version of A-HPE. The basis of our analysis of Riemannian A-HPE is a set of insights into Euclidean A-HPE, which we combine with a careful control of distortion caused by Riemannian geometry. We describe a number of Riemannian accelerated gradient methods as concrete instances of our framework.
Distributed intelligent reflecting surfaces (IRSs) deployed in multi-user wireless communication systems promise improved system performance. However, the signal-to-interference-plus-noise ratio (SINR) analysis and IRSs optimization in such a system become challenging, due to the large number of involved parameters. The system optimization can be simplified if users are associated with IRSs, which in turn focus on serving the associated users. We provide a practical theoretical framework for the average SINR analysis of a distributed IRSs-assisted multi-user MISO system, where IRSs are optimized to serve their associated users. In particular, we derive the average SINR expression under maximum ratio transmission (MRT) precoding at the BS and optimized reflect beamforming configurations at the IRSs. A successive refinement (SR) method is then outlined to optimize the IRS-user association parameters for the formulated max-min SINR problem which motivates user-fairness. Simulations validate the average SINR analysis while confirming the superiority of a distributed IRSs system over a centralized IRS system as well as the gains with optimized IRS-user association as compared to random association.
Given a $k$-vertex-connected graph $G$ and a set $S$ of extra edges (links), the goal of the $k$-vertex-connectivity augmentation problem is to find a set $S' \subseteq S$ of minimum size such that adding $S'$ to $G$ makes it $(k+1)$-vertex-connected. Unlike the edge-connectivity augmentation problem, research for the vertex-connectivity version has been sparse. In this work we present the first polynomial time approximation algorithm that improves the known ratio of 2 for $2$-vertex-connectivity augmentation, for the case in which $G$ is a cycle. This is the first step for attacking the more general problem of augmenting a $2$-connected graph. Our algorithm is based on local search and attains an approximation ratio of $1.8704$. To derive it, we prove novel results on the structure of minimal solutions.
Efficient trajectory optimization is essential for avoiding collisions in unstructured environments, but it remains challenging to have both speed and quality in the solutions. One reason is that second-order optimality requires calculating Hessian matrices that can grow with $O(N^2)$ with the number of waypoints. Decreasing the waypoints can quadratically decrease computation time. Unfortunately, fewer waypoints result in lower quality trajectories that may not avoid the collision. To have both, dense waypoints and reduced computation time, we took inspiration from recent studies on consensus optimization and propose a distributed formulation of collocated trajectory optimization. It breaks a long trajectory into several segments, where each segment becomes a subproblem of a few waypoints. These subproblems are solved classically, but in parallel, and the solutions are fused into a single trajectory with a consensus constraint that enforces continuity of the segments through a consensus update. With this scheme, the quadratic complexity is distributed to each segment and enables solving for higher-quality trajectories with denser waypoints. Furthermore, the proposed formulation is amenable to using any existing trajectory optimizer for solving the subproblems. We compare the performance of our implementation of trajectory splitting against leading motion planning algorithms and demonstrate the improved computational efficiency of our method.
When and why can a neural network be successfully trained? This article provides an overview of optimization algorithms and theory for training neural networks. First, we discuss the issue of gradient explosion/vanishing and the more general issue of undesirable spectrum, and then discuss practical solutions including careful initialization and normalization methods. Second, we review generic optimization methods used in training neural networks, such as SGD, adaptive gradient methods and distributed methods, and theoretical results for these algorithms. Third, we review existing research on the global issues of neural network training, including results on bad local minima, mode connectivity, lottery ticket hypothesis and infinite-width analysis.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns of data owners. The goal of this paper is to provide differential privacy for ADMM-based distributed machine learning. Prior approaches on differentially private ADMM exhibit low utility under high privacy guarantee and often assume the objective functions of the learning problems to be smooth and strongly convex. To address these concerns, we propose a novel differentially private ADMM-based distributed learning algorithm called DP-ADMM, which combines an approximate augmented Lagrangian function with time-varying Gaussian noise addition in the iterative process to achieve higher utility for general objective functions under the same differential privacy guarantee. We also apply the moments accountant method to bound the end-to-end privacy loss. The theoretical analysis shows that DP-ADMM can be applied to a wider class of distributed learning problems, is provably convergent, and offers an explicit utility-privacy tradeoff. To our knowledge, this is the first paper to provide explicit convergence and utility properties for differentially private ADMM-based distributed learning algorithms. The evaluation results demonstrate that our approach can achieve good convergence and model accuracy under high end-to-end differential privacy guarantee.
Accelerated Randomized Coordinate Descent Algorithms for Stochastic Optimization and Online Learning
We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed algorithms for online learning have better regret performance than the known randomized online coordinate descent algorithms. Furthermore, the proposed algorithms for stochastic optimization exhibit as good convergence rates as the best known randomized coordinate descent algorithms. We also show simulation results to demonstrate performance of the proposed algorithms.
In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective function, and (2) the Lipschitz continuity of local individual functions. Under the local regularity assumption, we provide the first optimal first-order decentralized algorithm called multi-step primal-dual (MSPD) and its corresponding optimal convergence rate. A notable aspect of this result is that, for non-smooth functions, while the dominant term of the error is in $O(1/\sqrt{t})$, the structure of the communication network only impacts a second-order term in $O(1/t)$, where $t$ is time. In other words, the error due to limits in communication resources decreases at a fast rate even in the case of non-strongly-convex objective functions. Under the global regularity assumption, we provide a simple yet efficient algorithm called distributed randomized smoothing (DRS) based on a local smoothing of the objective function, and show that DRS is within a $d^{1/4}$ multiplicative factor of the optimal convergence rate, where $d$ is the underlying dimension.
Methods that align distributions by minimizing an adversarial distance between them have recently achieved impressive results. However, these approaches are difficult to optimize with gradient descent and they often do not converge well without careful hyperparameter tuning and proper initialization. We investigate whether turning the adversarial min-max problem into an optimization problem by replacing the maximization part with its dual improves the quality of the resulting alignment and explore its connections to Maximum Mean Discrepancy. Our empirical results suggest that using the dual formulation for the restricted family of linear discriminators results in a more stable convergence to a desirable solution when compared with the performance of a primal min-max GAN-like objective and an MMD objective under the same restrictions. We test our hypothesis on the problem of aligning two synthetic point clouds on a plane and on a real-image domain adaptation problem on digits. In both cases, the dual formulation yields an iterative procedure that gives more stable and monotonic improvement over time.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.
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