ExtraPush for Convex Smooth Decentralized Optimization over Directed Networks

In this note, we extend the existing algorithms Extra and subgradient-push to a new algorithm ExtraPush for convex consensus optimization over a directed network. When the network is stationary, we propose a simplified algorithm called Normalized ExtraPush. These algorithms use a fixed step size like in Extra and accept the column-stochastic mixing matrices like in … Read more