A Line-search-free Method for Adaptive Decentralized Optimization

Fuente: arXiv
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Main Authors: Chen, Xiaokai, Kuruzov, Ilya, Scutari, Gesualdo
Format: Preprint
Published: 2026
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author Chen, Xiaokai
Kuruzov, Ilya
Scutari, Gesualdo
author_facet Chen, Xiaokai
Kuruzov, Ilya
Scutari, Gesualdo
contents We study decentralized optimization over networks where agents cooperatively minimize a smooth (strongly) convex sum of local losses while communicating only with immediate neighbors. Prevailing decentralized methods require either centralized knowledge of global problem and network parameters for stepsize tuning--hence impractical, or costly per-iteration line-searches that demand access to local function values. We propose line-search-free, fully decentralized algorithms in which each agent adapts its stepsize using only past local iterates and gradients--with no extra function evaluations and no global tuning. The key technical ingredient is a new Lyapunov function, from which a natural adaptive stepsize rule emerges: at each iteration, each agent selects the largest stepsize that guarantees descent, based solely on a local curvature estimate built from successive gradients. The proposed algorithms enjoy strong theoretical guarantees: sublinear convergence rates for merely convex objectives and linear rates under strong convexity. Numerical experiments on standard benchmarks show consistent improvements over the state of the art, both adaptive and non-adaptive.
format Preprint
id arxiv_https___arxiv_org_abs_2605_00711
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A Line-search-free Method for Adaptive Decentralized Optimization
Chen, Xiaokai
Kuruzov, Ilya
Scutari, Gesualdo
Optimization and Control
We study decentralized optimization over networks where agents cooperatively minimize a smooth (strongly) convex sum of local losses while communicating only with immediate neighbors. Prevailing decentralized methods require either centralized knowledge of global problem and network parameters for stepsize tuning--hence impractical, or costly per-iteration line-searches that demand access to local function values. We propose line-search-free, fully decentralized algorithms in which each agent adapts its stepsize using only past local iterates and gradients--with no extra function evaluations and no global tuning. The key technical ingredient is a new Lyapunov function, from which a natural adaptive stepsize rule emerges: at each iteration, each agent selects the largest stepsize that guarantees descent, based solely on a local curvature estimate built from successive gradients. The proposed algorithms enjoy strong theoretical guarantees: sublinear convergence rates for merely convex objectives and linear rates under strong convexity. Numerical experiments on standard benchmarks show consistent improvements over the state of the art, both adaptive and non-adaptive.
title A Line-search-free Method for Adaptive Decentralized Optimization
topic Optimization and Control
url https://arxiv.org/abs/2605.00711