Research map / Optimization / Nonconvex and smooth optimization
Lower Bounds and Optimal Algorithms for Non-Smooth Convex Decentralized Optimization over Time-Varying Networks
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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
- Lower bounds of Omega(t_com * chi M/sqrt(r eps) + t_loc * M^2/(r eps)) for strongly convex and Omega(t_com * chi MR/eps + t_loc * M^2R^2/eps^2) for convex non-smooth time-varying decentralized problems.
- The proposed algorithm matches these bounds in both strongly convex and convex cases, improving on ZO-SADOM by factors d^{1/4} log(1/eps) in communication and d log(1/eps) in subgradient computations.
- The lower bound shows communication complexity scales with chi rather than sqrt(chi) as in fixed networks, resolving a long-standing conjecture for the non-smooth case.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the proposed algorithm instead of ZO-SADOM | Strongly-convex non-smooth decentralized optimization over time-varying networks · Strongly-convex case | communication complexity: \chi M d^{1/4}\log\tfrac{1}{\epsilon} -> \frac{\chi M}{\sqrt{r\epsilon}} | Helped |
| Use the proposed algorithm instead of ZO-SADOM | Strongly-convex non-smooth decentralized optimization over time-varying networks · Strongly-convex case | subgradient 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-SADOM | Convex non-smooth decentralized optimization over time-varying networks · Convex case | communication complexity: \frac{\chi MR d^{1/4}\log\tfrac{1}{\epsilon}}{\epsilon} -> \frac{\chi MR}{\epsilon} | Helped |
| Use the proposed algorithm instead of ZO-SADOM | Convex non-smooth decentralized optimization over time-varying networks · Convex case | subgradient computation complexity: \frac{M^2R^2 d\log\tfrac{1}{\epsilon}}{\epsilon^2} -> \frac{M^2R^2}{\epsilon^2} | Helped |
| Use the proposed algorithm | Non-smooth convex decentralized optimization over time-varying networks · Strongly-convex and convex cases | communication and subgradient computation complexity | Helped |
Surprising findings
- Time-varying networks require communication complexity proportional to chi, a strictly worse dependence than the sqrt(chi) for fixed networks.
Limitations
- Theoretical contribution only; no experiments reported in the provided text.
- Inner subproblem solved approximately, adding algorithmic complexity.
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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