asynchronous algorithm

The Sound of APALM Clapping: Faster Nonsmooth Nonconvex Optimization with Stochastic Asynchronous PALM

  • Damek Davis
  • Brent Edmunds
  • Madeleine Udell
    • Categories Nonlinear Optimization, Nonsmooth Optimization Tags , , , , ,

    We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first asynchronous parallel optimization method that provably converges on a large class of nonconvex, nonsmooth problems. We prove that SAPALM matches the best known rates of convergence — among … Read more

    Asynchronous Block-Iterative Primal-Dual Decomposition Methods for Monotone Inclusions

  • Patrick L. Combettes
  • Jonathan Eckstein
    • Categories Convex Optimization, Infinite Dimensional Optimization Tags , , , , , ,

    We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the sense that, at each iteration, only a subset of the monotone operators needs to be processed, as opposed to all operators as in … Read more