Adaptive Decentralized Composite Optimization via Three-Operator Splitting
- URL: http://arxiv.org/abs/2602.17545v1
- Date: Thu, 19 Feb 2026 16:59:34 GMT
- Title: Adaptive Decentralized Composite Optimization via Three-Operator Splitting
- Authors: Xiaokai Chen, Ilya Kuruzov, Gesualdo Scutari,
- Abstract summary: The paper studies decentralized optimization over networks, where agents minimize a sum of it locally smooth (strongly) convex losses and plus a nonsmooth convex extended value term.<n>We propose decentralized methods wherein agents it adaptively adjust their stepsize via local backtracking procedures coupled with lightweight min-consensus protocols.
- Score: 8.547205551848462
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The paper studies decentralized optimization over networks, where agents minimize a sum of {\it locally} smooth (strongly) convex losses and plus a nonsmooth convex extended value term. We propose decentralized methods wherein agents {\it adaptively} adjust their stepsize via local backtracking procedures coupled with lightweight min-consensus protocols. Our design stems from a three-operator splitting factorization applied to an equivalent reformulation of the problem. The reformulation is endowed with a new BCV preconditioning metric (Bertsekas-O'Connor-Vandenberghe), which enables efficient decentralized implementation and local stepsize adjustments. We establish robust convergence guarantees. Under mere convexity, the proposed methods converge with a sublinear rate. Under strong convexity of the sum-function, and assuming the nonsmooth component is partly smooth, we further prove linear convergence. Numerical experiments corroborate the theory and highlight the effectiveness of the proposed adaptive stepsize strategy.
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