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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

    ARock: an Algorithmic Framework for Asynchronous Parallel Coordinate Updates

  • Zhimin Peng
  • Yangyang Xu
  • Ming Yan
  • Wotao Yin
    • Categories Convex Optimization, Nonsmooth Optimization, Parallel Algorithms Tags , , , , ,

    We propose ARock, an asynchronous parallel algorithmic framework for finding a fixed point to a nonexpansive operator. In the framework, a set of agents (machines, processors, or cores) update a sequence of randomly selected coordinates of the unknown variable in an asynchronous parallel fashion. As special cases of ARock, novel algorithms for linear systems, convex … Read more