Robert Hannah

Asynchronous Coordinate Descent under More Realistic Assumptions

  • Robert Hannah
  • Wotao Yin
  • Sun Tao
    • Categories Nonlinear Optimization

    Asynchronous-parallel algorithms have the potential to vastly speed up algorithms by eliminating costly synchronization. However, our understanding to these algorithms is limited because the current convergence of asynchronous (block) coordinate descent algorithms are based on somewhat unrealistic assumptions. In particular, the age of the shared optimization variables being used to update a block is assumed … Read more

    On Unbounded Delays in Asynchronous Parallel Fixed-Point Algorithms

  • Robert Hannah
  • Wotao Yin
    • Categories Convex Optimization, Parallel Algorithms Tags , , , ,

    The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies the convergence of the asynchronous parallel algorithm ARock under potentially unbounded delays. ARock is a general asynchronous algorithm that has … Read more