Loris Cannelli

Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part II: Complexity and Numerical Results

  • Loris Cannelli
  • Francisco Facchinei
  • Vyacheslav Kungurtsev
  • Gesualdo Scutari
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization, Parallel Algorithms Tags , , ,

    We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex constraints. The proposed method hinges on successive convex approximation techniques and a novel probabilistic model that captures key elements of … Read more

    Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part I: Model and Convergence

  • Loris Cannelli
  • Francisco Facchinei
  • Vyacheslav Kungurtsev
  • Gesualdo Scutari
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization, Parallel Algorithms Tags , , ,

    We propose a novel asynchronous parallel algorithmic framework for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex constraints. The proposed framework hinges on successive convex approximation techniques and a novel probabilistic model that captures key elements of modern computational architectures and asynchronous … Read more