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Register a new userDependable Distributed Nonconvex Optimization via Polynomial Approximation
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There has been work on exploiting polynomial approximation to solve distributed nonconvex optimization problems involving univariate objectives. This idea facilitates arbitrarily precise global optimization without requiring local evaluations of gradients at every iteration. Nonetheless, there remains a gap between existing theoretical guarantees and diverse practical requirements for dependability, notably privacy preservation and robustness to network imperfections (e.g., time-varying directed communication and asynchrony). To fill this gap and keep the above strengths, we propose a Dependable Chebyshev-Proxy-based distributed Optimization Algorithm (D-CPOA). Specifically, to ensure both accuracy of solutions and privacy of local objectives, a new privacy-preserving mechanism is designed. This mechanism leverages the randomness in blockwise insertions of perturbed vector states and hence provides an improved privacy guarantee compared to the literature in terms of ($alpha,beta$)-data-privacy. Furthermore, to gain robustness to various network imperfections, we use the push-sum consensus protocol as a backbone, discuss its specific enhancements, and evaluate the performance of the proposed algorithm accordingly. Thanks to the linear consensus-based structure of iterations, we avoid the privacy-accuracy trade-off and the bother of selecting appropriate step-sizes in different settings. We provide rigorous analysis of the accuracy, dependability and complexity. It is shown that the advantages brought by the idea of polynomial approximation are maintained when all the above requirements exist. Simulations demonstrate the effectiveness of the developed algorithm.
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In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine learning applications. As a solution, we propose two distributed ZO algorithms, in which at each iteration each agent samples the local stochastic ZO oracle at two points with an adaptive smoothing parameter. We show that the proposed algorithms achieve the linear speedup convergence rate $mathcal{O}(sqrt{p/(nT)})$ for smooth cost functions and $mathcal{O}(p/(nT))$ convergence rate when the global cost function additionally satisfies the Polyak--Lojasiewicz (P--L) condition, where $p$ and $T$ are the dimension of the decision variable and the total number of iterations, respectively. To the best of our knowledge, this is the first linear speedup result for distributed ZO algorithms, which enables systematic processing performance improvements by adding more agents. We also show that the proposed algorithms converge linearly when considering deterministic centralized optimization problems under the P--L condition. We demonstrate through numerical experiments the efficiency of our algorithms on generating adversarial examples from deep neural networks in comparison with baseline and recently proposed centralized and distributed ZO algorithms.
This paper investigates how to accelerate the convergence of distributed optimization algorithms on nonconvex problems with zeroth-order information available only. We propose a zeroth-order (ZO) distributed primal-dual stochastic coordinates algorithm equipped with powerball method to accelerate. We prove that the proposed algorithm has a convergence rate of $mathcal{O}(sqrt{p}/sqrt{nT})$ for general nonconvex cost functions. We consider solving the generation of adversarial examples from black-box DNNs problem to compare with the existing state-of-the-art centralized and distributed ZO algorithms. The numerical results demonstrate the faster convergence rate of the proposed algorithm and match the theoretical analysis.
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper presents a new (stochastic) distributed algorithm with Nesterov momentum for accelerated optimization of non-convex and non-smooth problems. Theoretically, we show that the proposed algorithm can achieve an $epsilon$-stationary solution under a constant step size with $mathcal{O}(1/epsilon^2)$ computation complexity and $mathcal{O}(1/epsilon)$ communication complexity. When compared to the existing gradient tracking based methods, the proposed algorithm has the same order of computation complexity but lower order of communication complexity. To the best of our knowledge, the presented result is the first stochastic algorithm with the $mathcal{O}(1/epsilon)$ communication complexity for non-convex and non-smooth problems. Numerical experiments for a distributed non-convex regression problem and a deep neural network based classification problem are presented to illustrate the effectiveness of the proposed algorithms.
Distributed optimization is concerned with using local computation and communication to realize a global aim of optimizing the sum of local objective functions. It has gained wide attention for a variety of applications in networked systems. This paper addresses a class of constrained distributed nonconvex optimization problems involving univariate objective functions, aiming to achieve global optimization without requiring local evaluations of gradients at every iteration. We propose a novel algorithm named CPCA, exploiting the notion of combining Chebyshev polynomial approximation, average consensus and polynomial optimization. The proposed algorithm is i) able to obtain $epsilon$ globally optimal solutions for any arbitrarily small given accuracy $epsilon$, ii) efficient in terms of both zeroth-order queries (i.e., evaluations of function values) and inter-agent communication, and iii) distributed terminable when the specified precision requirement is met. The key insight is to use polynomial approximations to substitute for general objective functions, and turn to solve an easier approximate version of the original problem. Due to the nice analytic properties owned by polynomials, this approximation not only facilitates efficient global optimization, but also allows the design of gradient-free iterations to reduce cumulative costs of queries and achieve geometric convergence when nonconvex problems are solved. We provide comprehensive analysis of the accuracy and complexities of the proposed algorithm.
We describe a new approach to certifying the global nonnegativity of multivariate polynomials by solving hyperbolic optimization problems---a class of convex optimization problems that generalize semidefinite programs. We show how to produce families of nonnegative polynomials (which we call hyperbolic certificates of nonnegativity) from any hyperbolic polynomial. We investigate the pairs $(n,d)$ for which there is a hyperbolic polynomial of degree $d$ in $n$ variables such that an associated hyperbolic certificate of nonnegativity is not a sum of squares. If $dgeq 4$ we show that this occurs whenever $ngeq 4$. In the degree three case, we find an explicit hyperbolic cubic in $43$ variables that gives hyperbolic certificates that are not sums of squares. As a corollary, we obtain the first known hyperbolic cubic no power of which has a definite determinantal representation. Our approach also allows us to show that, given a cubic $p$, and a direction $e$, the decision problem Is $p$ hyperbolic with respect to $e$? is co-NP hard.
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