Distributed Fast Fixed-Point Algorithms for Composite Monotone Inclusions over Networks
math.OC, stat.ML
Submitted: 2026-09-14
Updated: 2026-09-14
Comments: 71 pages, 6 tables, and 2 figures
License: http://creativecommons.org/licenses/by/4.0/
The gist: This paper aims to develop new and efficient distributed algorithms for solving a class of monotone inclusions, 0 in sum i=1 n (G ix + T ix), over a connected network of n agents, where the
Terminology
Abstract
This paper aims to develop new and efficient distributed algorithms for solving a class of monotone inclusions, 0 in sum i=1 n (G ix + T ix), over a connected network of n agents, where the single-valued operator G i and the possibly multivalued operator T i remain private to agent i. Existing distributed algorithms for this problem class are primarily non-accelerated, and their exact convergence rates in the original primal space are largely unexplored. To bridge this gap, we propose two Decentralized Fast Fixed-Point-based algorithms, ND-DFFP and NI-DFFP, which integrate Nesterov-type acceleration with primal-dual techniques under two prominent settings: (i) Lipschitz continuity of G i and maximal monotonicity of G i+T i; and (ii) co-coercivity of G i and maximal monotonicity of T i. While ND-DFFP utilizes a homogeneous network-dependent stepsize, NI-DFFP reformulates the problem into a three-operator inclusion to decouple the network topology, enabling heterogeneous network-independent stepsizes. Under appropriate assumptions, we establish an O(1/k) convergence rate for the consensus error and an O(1/k) rate for both the restricted gap function and the squared forward-backward splitting residual, with the latter two metrics evaluated at the network-average iterate or its projection onto the effective domain. Finally, numerical experiments on distributed bilinear matrix games and a virtual power plant problem demonstrate the competitive performance and computational efficiency of our methods over recent decentralized baselines in the literature.
Sources
- Distributed Fixed Point Methods with Compressed Iterates
- Fast Distributed Gradient Methods
- A Class of Accelerated Fixed-Point-Based Methods with Delayed Inexact Oracles and Its Applications
- Distributionally Robust Optimization: A Review
- Accelerated Extragradient-Type Methods -- Part 2: Generalization and Sublinear Convergence Rates under Co-Hypomonotonicity
Related papers
- Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise
- Adam-HNAG: A Convergent Reformulation of Adam with Accelerated Rate
- Incremental Learning in Mirror Flows
- Online Control via Counterfactual Tracking
- Asynchronous Replanning in Two Population Linear Quadratic Mean Field Games: Information Requirements and Stability
- Petrov-Galerkin operator inference with application to stability-encouraging identification