{"title":"A stochastic primal-dual algorithm for distributed asynchronous composite optimization","authors":"P. Bianchi, W. Hachem, F. Iutzeler","doi":"10.1109/GlobalSIP.2014.7032215","DOIUrl":null,"url":null,"abstract":"Consider a network where each agent has a private composite function (e.g. the sum of a smooth and a non-smooth function). The problem we address here is to And a minimize! of the aggregate cost (the sum of the agents functions) in a distributed manner. In this paper, we combine recent results on primal-dual optimization and coordinate descent to propose an asynchronous distributed algorithm for composite optimization.","PeriodicalId":362306,"journal":{"name":"2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"13","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/GlobalSIP.2014.7032215","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 13
Abstract
Consider a network where each agent has a private composite function (e.g. the sum of a smooth and a non-smooth function). The problem we address here is to And a minimize! of the aggregate cost (the sum of the agents functions) in a distributed manner. In this paper, we combine recent results on primal-dual optimization and coordinate descent to propose an asynchronous distributed algorithm for composite optimization.
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