A Stochastic Second-Order Proximal Method for Distributed Optimization
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2023.3244740
Abstract: We propose a distributed stochastic second-order proximal (St-SoPro) method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. St-SoPro incorporates a decentralized second-order approximation… read more here.
Keywords: stochastic second; order proximal; proximal method; second order ... See more keywords
A Second-Order Proximal Algorithm for Consensus Optimization
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2020.2996205
Abstract: We develop a distributed second-order proximal algorithm, referred to as SoPro, to address in-network consensus optimization. The proposed SoPro algorithm converges linearly to the exact optimal solution, provided that the global cost function is locally… read more here.
Keywords: optimization; proximal algorithm; order proximal; order ... See more keywords