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Decentralized Quasi-Newton Methods

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0 Published in 2017 at "IEEE Transactions on Signal Processing"

DOI: 10.1109/tsp.2017.2666776

Abstract: We introduce the decentralized Broyden–Fletcher–Goldfarb–Shanno (D-BFGS) method as a variation of the BFGS quasi-Newton method for solving decentralized optimization problems. Decentralized quasi-Newton methods are of interest in problems that are not well conditioned, making first-order… read more here.

Keywords: order; bfgs; quasi newton; newton methods ... See more keywords