TY - GEN
T1 - Lower Bounds and Optimal Algorithms for Smooth and Strongly Convex Decentralized Optimization Over Time-Varying Networks
AU - Kovalev, Dmitry
AU - Gasanov, Elnur
AU - Gasnikov, Alexander
AU - Richtarik, Peter
N1 - KAUST Repository Item: Exported on 2022-06-23
PY - 2021/1/1
Y1 - 2021/1/1
N2 - We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for this task. First, we establish the first lower bounds on the number of decentralized communication rounds and the number of local computations required to find an ϵ-accurate solution. Second, we design two optimal algorithms that attain these lower bounds: (i) a variant of the recently proposed algorithm ADOM (Kovalev et al., 2021) enhanced via a multi-consensus subroutine, which is optimal in the case when access to the dual gradients is assumed, and (ii) a novel algorithm, called ADOM+, which is optimal in the case when access to the primal gradients is assumed. We corroborate the theoretical efficiency of these algorithms by performing an experimental comparison with existing state-of-the-art methods.
AB - We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for this task. First, we establish the first lower bounds on the number of decentralized communication rounds and the number of local computations required to find an ϵ-accurate solution. Second, we design two optimal algorithms that attain these lower bounds: (i) a variant of the recently proposed algorithm ADOM (Kovalev et al., 2021) enhanced via a multi-consensus subroutine, which is optimal in the case when access to the dual gradients is assumed, and (ii) a novel algorithm, called ADOM+, which is optimal in the case when access to the primal gradients is assumed. We corroborate the theoretical efficiency of these algorithms by performing an experimental comparison with existing state-of-the-art methods.
UR - http://hdl.handle.net/10754/669593
UR - https://arxiv.org/pdf/2106.04469.pdf
UR - http://www.scopus.com/inward/record.url?scp=85131886040&partnerID=8YFLogxK
M3 - Conference contribution
SN - 9781713845393
SP - 22325
EP - 22335
BT - 35th Conference on Neural Information Processing Systems, NeurIPS 2021
PB - Neural information processing systems foundation
ER -