A New Decomposition Paradigm for Graph-structured Nonlinear Programs via Message Passing

We study finite-sum nonlinear programs whose decision variables interact locally according to a graph or hypergraph. We propose MP-Jacobi (Message Passing-Jacobi), a graph-compliant decentralized framework that couples min-sum message passing with Jacobi block updates. The (hyper)graph is partitioned into tree clusters. At each iteration, agents update in parallel by solving a cluster subproblem whose objective decomposes into (i) an intra-cluster term evaluated by a single min-sum sweep on the cluster tree (cost-to-go messages) and (ii) inter-cluster couplings handled via a Jacobi correction using neighbors' latest iterates. This design uses only single-hop communication and yields a convergent message-passing method on loopy graphs. For strongly convex objectives we establish global linear convergence and explicit rates that quantify how curvature, coupling strength, and the chosen partition affect scalability and provide guidance for clustering. To mitigate the computation and communication cost of exact message updates, we develop graph-compliant surrogates that preserve convergence while reducing per-iteration complexity. We further extend MP-Jacobi to hypergraphs; in heavily overlapping regimes, a surrogate-based hyperedge-splitting scheme restores finite-time intra-cluster message updates and maintains convergence. Experiments validate the theory and show consistent improvements over decentralized gradient baselines.

High-Dimensional Inference over Networks: Linear Convergence and Statistical Guarantees

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the $N$ total observations. We analyze the convergence rate and statistical guarantees of a distributed projected gradient tracking-based algorithm under high-dimensional scaling, allowing the ambient dimension $d$ to grow with (and possibly exceed) the sample size $N$. Our theory shows that, under standard notions of restricted strong convexity and smoothness of the loss functions, suitable conditions on the network connectivity and algorithm tuning, the distributed algorithm converges globally at a {\it linear} rate to an estimate that is within the centralized {\it statistical precision} of the model, $O(s\log d/N)$. When $s\log d/N=o(1)$, a condition necessary for statistical consistency, an $\varepsilon$-optimal solution is attained after $\mathcal{O}(\kappa \log (1/\varepsilon))$ gradient computations and $O (\kappa/(1-\rho) \log (1/\varepsilon))$ communication rounds, where $\kappa$ is the restricted condition number of the loss function and $\rho$ measures the network connectivity. The computation cost matches that of the centralized projected gradient algorithm despite having data distributed; whereas the communication rounds reduce as the network connectivity improves. Overall, our study reveals interesting connections between statistical efficiency, network connectivity \& topology, and convergence rate in high dimensions.