Lower bounds and optimal algorithms for personalized federated learning

F Hanzely, S Hanzely, S Horváth… - Advances in Neural …, 2020 - proceedings.neurips.cc
In this work, we consider the optimization formulation of personalized federated learning
recently introduced by Hanzely & Richtarik (2020) which was shown to give an alternative …

An introduction to continuous optimization for imaging

A Chambolle, T Pock - Acta Numerica, 2016 - cambridge.org
A large number of imaging problems reduce to the optimization of a cost function, with
typical structural properties. The aim of this paper is to describe the state of the art in …

A unified algorithmic framework for block-structured optimization involving big data: With applications in machine learning and signal processing

M Hong, M Razaviyayn, ZQ Luo… - IEEE Signal Processing …, 2015 - ieeexplore.ieee.org
This article presents a powerful algorithmic framework for big data optimization, called the
block successive upper-bound minimization (BSUM). The BSUM includes as special cases …

[图书][B] First-order methods in optimization

A Beck - 2017 - SIAM
This book, as the title suggests, is about first-order methods, namely, methods that exploit
information on values and gradients/subgradients (but not Hessians) of the functions …

Global convergence of the heavy-ball method for convex optimization

E Ghadimi, HR Feyzmahdavian… - 2015 European control …, 2015 - ieeexplore.ieee.org
This paper establishes global convergence and provides global bounds of the rate of
convergence for the Heavy-ball method for convex optimization. When the objective function …

A general framework for decentralized optimization with first-order methods

R Xin, S Pu, A Nedić, UA Khan - Proceedings of the IEEE, 2020 - ieeexplore.ieee.org
Decentralized optimization to minimize a finite sum of functions, distributed over a network of
nodes, has been a significant area within control and signal-processing research due to its …

Accelerated, parallel, and proximal coordinate descent

O Fercoq, P Richtárik - SIAM Journal on Optimization, 2015 - SIAM
We propose a new randomized coordinate descent method for minimizing the sum of
convex functions each of which depends on a small number of coordinates only. Our method …

Stochastic primal-dual coordinate method for regularized empirical risk minimization

Y Zhang, L Xiao - Journal of Machine Learning Research, 2017 - jmlr.org
We consider a generic convex optimization problem associated with regularized empirical
risk minimization of linear predictors. The problem structure allows us to reformulate it as a …

An optimal randomized incremental gradient method

G Lan, Y Zhou - Mathematical programming, 2018 - Springer
In this paper, we consider a class of finite-sum convex optimization problems whose
objective function is given by the average of m\,(≥ 1) m (≥ 1) smooth components together …

Decentralized stochastic optimization and machine learning: A unified variance-reduction framework for robust performance and fast convergence

R Xin, S Kar, UA Khan - IEEE Signal Processing Magazine, 2020 - ieeexplore.ieee.org
Decentralized methods to solve finite-sum minimization problems are important in many
signal processing and machine learning tasks where the data samples are distributed …