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20242026
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math.OC2026

Adaptive Polyak Stepsize with Level-value Adjustment for Distributed Optimization

Chen Ouyang, Yongyang Xiong, Jinming Xu +2

Stepsize selection remains a critical challenge in the practical implementation of distributed optimization. Existing distributed algorithms often rely on restrictive prior knowled…

math.OC2026

Loopless Proximal Riemannian Gradient EXTRA for Distributed Optimization on Compact Manifolds

Yongyang Xiong, Chen Ouyang, Keyou You +2

Distributed optimization has gained substantial interest in recent years due to its wide applications in machine learning. However, most of existing algorithms are designed for Euc…

math.OC2026

Heterogeneous Stochastic Momentum ADMM for Distributed Nonconvex Composite Optimization

Yangming Zhang, Yongyang Xiong, Jinming Xu +2

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded…

math.OC2026

Compressed Proximal Federated Learning for Non-Convex Composite Optimization on Heterogeneous Data

Pu Qiu, Chen Ouyang, Yongyang Xiong +3

Federated Composite Optimization (FCO) has emerged as a promising framework for training models with structural constraints (e.g., sparsity) in distributed edge networks. However,…

math.OC2024

Data-Enabled Policy Optimization for Direct Adaptive Learning of the LQR

Feiran Zhao, Florian Dörfler, Alessandro Chiuso +1

Direct data-driven design methods for the linear quadratic regulator (LQR) mainly use offline or episodic data batches, and their online adaptation has been acknowledged as an open…

math.OC2024

Asynchronous Parallel Policy Gradient Methods for the Linear Quadratic Regulator

Xingyu Sha, Feiran Zhao, Keyou You

Learning policies in an asynchronous parallel way is essential to the numerous successes of RL for solving large-scale problems. However, their convergence performance is still not…