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Lower Bounds and Optimal Algorithms for Non-Smooth Convex Decentralized Optimization over Time-Varying Networks

NeurIPS 2024 · Optimization › Nonconvex and smooth optimization · approach: Adaptive first-order convex methods · 1 citations (OpenAlex)

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Establishes the first lower complexity bounds for non-smooth convex decentralized optimization over time-varying networks and proposes an optimal saddle-point accelerated forward-backward algorithm that matches them.

Problem

Minimizing a sum of non-smooth convex functions stored across nodes of a time-varying communication network; prior work had no lower bounds or optimal algorithms in this setting.

Approach

Derives lower bounds using a star topology with a time-varying center (giving chi rather than sqrt(chi) communication dependence) and designs an accelerated forward-backward method on a saddle-point reformulation with error-feedback gossip and an inner subgradient/Chambolle-Pock solver for the resolvent, achieving matching communication and subgradient complexities.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed algorithm instead of ZO-SADOMStrongly-convex non-smooth decentralized optimization over time-varying networks · Strongly-convex casecommunication complexity: \chi M d^{1/4}\log\tfrac{1}{\epsilon} -> \frac{\chi M}{\sqrt{r\epsilon}}Helped
Use the proposed algorithm instead of ZO-SADOMStrongly-convex non-smooth decentralized optimization over time-varying networks · Strongly-convex casesubgradient computation complexity: \frac{M^2 d\log\tfrac{1}{\epsilon}}{r\epsilon} -> \frac{M^2}{r\epsilon}Helped
Use the proposed algorithm instead of ZO-SADOMConvex non-smooth decentralized optimization over time-varying networks · Convex casecommunication complexity: \frac{\chi MR d^{1/4}\log\tfrac{1}{\epsilon}}{\epsilon} -> \frac{\chi MR}{\epsilon}Helped
Use the proposed algorithm instead of ZO-SADOMConvex non-smooth decentralized optimization over time-varying networks · Convex casesubgradient computation complexity: \frac{M^2R^2 d\log\tfrac{1}{\epsilon}}{\epsilon^2} -> \frac{M^2R^2}{\epsilon^2}Helped
Use the proposed algorithmNon-smooth convex decentralized optimization over time-varying networks · Strongly-convex and convex casescommunication and subgradient computation complexityHelped

Surprising findings

Limitations

Experimental setup

Metrics: communication complexity subgradient computation complexity execution time

Baselines: D-SubGD SubGD-Push ZO-SADOM

Builds on: Forward-Backward algorithm Nesterov acceleration Chambolle-Pock ZO-SADOM Error feedback for decentralized communication

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