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20242026
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math.OC2026

The Dual Averaging Power-Prox Method with Application to Heavy-Tail Incremental Gradient

Yuan Gao, Jeremy Rack, Sebastian U. Stich

We study finite-sum composite optimization under two departures from classical stochastic gradient descent theory that are central in practice: incremental gradient access and heav…

math.OC2026

Efficient Gradient Methods for Distributed Saddle Problems

Ruichen Luo, Anton Rodomanov, Sebastian U. Stich

The distributed setting for Saddle Problems (SPs) has recently emerged as a framework for various modern applications in machine learning and multiagent systems. Despite its releva…

math.OC2026

DADA: Dual Averaging with Distance Adaptation

Mohammad Moshtaghifar, Anton Rodomanov, Daniil Vankov +1

We present a novel universal gradient method for solving convex optimization problems. Our algorithm, Dual Averaging with Distance Adaptation (DADA), is based on the classical sche…

math.OC2025

Composite Optimization with Error Feedback: the Dual Averaging Approach

Yuan Gao, Anton Rodomanov, Jeremy Rack +1

Communication efficiency is a central challenge in distributed machine learning training, and message compression is a widely used solution. However, standard Error Feedback (EF) m…

math.OC2025

Accelerated Distributed Optimization with Compression and Error Feedback

Yuan Gao, Anton Rodomanov, Jeremy Rack +1

Modern machine learning tasks often involve massive datasets and models, necessitating distributed optimization algorithms with reduced communication overhead. Communication compre…

math.OC2025

Optimizing -Smooth Functions by Gradient Methods

Daniil Vankov, Anton Rodomanov, Angelia Nedich +2

We study gradient methods for optimizing -smooth functions, a class that generalizes Lipschitz-smooth functions and has gained attention for its relevance in machine le…