A Primal-Dual SGD Algorithm for Distributed Nonconvex Optimization
Sign Up to like & getrecommendations! Published in 2022 at "IEEE/CAA Journal of Automatica Sinica"
DOI: 10.1109/jas.2022.105554
Abstract: The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many… read more here.
Keywords: distributed nonconvex; primal dual; nonconvex optimization; algorithm ... See more keywords
Linear Convergence of First- and Zeroth-Order Primal-Dual Algorithms for Distributed Nonconvex Optimization
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3108501
Abstract: This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first propose a distributed first-order primal-dual algorithm.… read more here.
Keywords: distributed nonconvex; order; optimization; order primal ... See more keywords