math.OCOct 5, 2026

Dimension-Free Decentralized Nonsmooth Nonconvex Stochastic Optimization

Authors: Yuanyu Wan, Lan Xue, Haomin Bai, Tong Wei, Mingli Song

Organizations: School of Software Technology, Zhejiang University · State Key Laboratory of Blockchain and Security, Zhejiang University · School of Artificial Intelligence, Nanjing University · School of Computer Science and Engineering, Southeast University

Abstract

We investigate decentralized nonsmooth nonconvex stochastic optimization over a network of nn nodes, with the goal of finding an (δ,ε)(δ,ε)-Goldstein stationary point. The best existing algorithm achieves O(δ−1(ε−3+dε−1))O(δ^{-1}(ε^{-3}+dε^{-1})) sample complexity and O~(γ−1/2δ−1(ε−3+dε−1))\widetilde{O}(γ^{-1/2}δ^{-1}(ε^{-3}+dε^{-1})) communication complexity, where dd is the problem dimension and γγ is the spectral gap of the communication matrix. However, the polynomial dependence on dd can be a major bottleneck in high-dimensional regimes. In this paper, we propose a novel algorithm that achieves O(δ−1ε−3)O(δ^{-1}ε^{-3}) sample complexity and O~(γ−1/2δ−1ε−3)\widetilde{O}(γ^{-1/2}δ^{-1}ε^{-3}) communication complexity. The primary technique is an elegant decentralized online-to-nonconvex conversion that reduces the original problem to a decentralized online convex optimization (D-OCO) problem. A key property of our conversion is that its consensus requirements can be inherited directly from the consensus of the underlying D-OCO decisions. In particular, this property enables us to establish an explicit connection between the dimension dependence and the consensus error, which in turn shows that the polynomial dependence on dd can be removed with only logarithmic additional communication.

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