Two Spectral Gaps: Decentralized Optimization over Intersections of Local Convex Sets

We study decentralized minimization of an average of strongly convex, smooth local objectives over an intersection of agent-private closed convex sets, where each agent knows only its own objective and its own set and agents communicate over a gossip network. We show that the complexity is controlled by a single geometric scalar, which we call … Read more

Tight global linear convergence rate bounds for operator splitting methods

In this paper we establish necessary and sufficient conditions for linear convergence of operator splitting methods for a general class of convex optimization problems where the associated fixed-point operator is averaged. We also provide a tight bound on the achievable convergence rate. Most existing results establishing linear convergence in such methods require restrictive assumptions regarding … Read more