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Decentralized Optimization with Coupled Constraints

ICLR 2025 · Optimization › Nonconvex and smooth optimization · approach: Nonconvex minimax and constrained methods · 0 citations (OpenAlex)

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Proves lower complexity bounds for decentralized optimization with general affine coupled constraints and proposes an accelerated primal-dual PAPC-based first-order method with Chebyshev-accelerated communication that attains them, the first linearly convergent first-order decentralized method for general affine coupling.

Problem

Decentralized minimization of a separable strongly convex smooth objective subject to a network-wide affine coupling constraint sum_i (A_i x_i - b_i) = 0, where each node stores f_i, A_i, b_i and communicates only with neighbors.

Approach

Reformulates the coupled-constraint problem as a strongly convex augmented objective with a gossip-based dual variable, applies accelerated PAPC to the preconditioned problem, and implements the required matrix products via Chebyshev polynomial iterations so that gradient, A-multiplication and communication counts match matching lower bounds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed APAPC method instead of Tracking-ADMM or DPMMSynthetic linear regression · Synthetic linear regression, Erdős–Rényi graph (n = 20)gradient computationsHelped
Use the proposed APAPC method instead of Tracking-ADMM or DPMMSynthetic linear regression · Synthetic linear regression, Erdős–Rényi graph (n = 20)matrix multiplicationsHelped
Use the proposed APAPC method instead of Tracking-ADMM or DPMMSynthetic linear regression · Synthetic linear regression, Erdős–Rényi graph (n = 20)communication roundsHelped
Use the proposed APAPC method instead of Tracking-ADMM or DPMMVFL linear regression · mushrooms dataset (100 samples, 7 devices)convergence rateHelped

Surprising findings

Limitations

Experimental setup

Datasets: mushrooms (LibSVM)

Benchmarks: synthetic linear regression with coupled constraints VFL linear regression on mushrooms

Metrics: convergence versus gradient computations matrix multiplications communication rounds

Baselines: Tracking-ADMM DPMM

Builds on: APAPC (accelerated proximal alternating predictor-corrector) Chebyshev acceleration Scaman et al. optimal decentralized consensus lower bounds

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