decentralized optimization

On the convergence of a regularized Jacobi algorithm for convex optimization

  • Goran Banjac
  • Paul J. Goulart
  • Kostas Margellos
    • Categories Nonsmooth Optimization Tags , , ,

    In this paper we consider the regularized version of the Jacobi algorithm, a block coordinate descent method for convex optimization with differentiable objective function and block-separable constraints that has been recently proposed in the literature. Under certain regularity assumptions on the objective function, this algorithm has been shown to satisfy the so-called sufficient decrease condition, … Read more

    On the Convergence of Decentralized Gradient Descent

  • Qing Ling
  • Wotao Yin
  • Kun Yuan
    • Categories Convex Optimization Tags ,

    Consider the consensus problem of minimizing $f(x)=\sum_{i=1}^n f_i(x)$ where each $f_i$ is only known to one individual agent $i$ out of a connected network of $n$ agents. All the agents shall collaboratively solve this problem and obtain the solution subject to data exchanges restricted to between neighboring agents. Such algorithms avoid the need of a … Read more