Understanding a Class of Decentralized and Federated Optimization Algorithms …

Distributed algorithms have been playing an increasingly important role in many applications such as machine learning, signal processing, and control. Significant research efforts have been devoted…

Minimax Problems with Coupled Linear Constraints: Computational Complexity an…

In this work we study a special minimax problem where there are linear constraints that couple both the minimization and maximization decision variables. The problem is a generalization of the trad…

Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle P…

We consider the convex-concave saddle point problem , where the decision variables and/or are subject to certain multi-block structure and affine coupling constraints, and possesses certain separa…

A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Comp…

This paper analyzes a two-timescale stochastic algorithm framework for bilevel optimization. Bilevel optimization is a class of problems which exhibits a two-level structure, and its goal is to min…

On the Divergence of Decentralized Nonconvex Optimization

In this work, we study a generic class of decentralized algorithms in which agents jointly optimize the nonconvex objective function , while only communicating with their neighbors. This class of…

A Block Successive Upper-Bound Minimization Method of Multipliers for Linearl…