strongly convex problems

A Hessian inversion-free exact second order method for distributed consensus optimization

  • Dušan Jakovetić
  • Nataša Krejić
  • Nataša Krklec Jerinkić
    • Categories Global Optimization Tags , , , ,

    We consider a standard distributed consensus optimization problem where a set of agents connected over an undirected network minimize the sum of their individual (local) strongly convex costs. Alternating Direction Method of Multipliers (ADMM) and Proximal Method of Multipliers (PMM) have been proved to be effective frameworks for design of exact distributed second order methods … Read more

    EFIX: Exact Fixed Point Methods for Distributed Optimization

  • Dušan Jakovetić
  • Nataša Krejić
  • Nataša Krklec Jerinkić
    • Categories Convex Optimization, Global Optimization Theory, Quadratic Programming Tags , , ,

    We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we use the standard reformulation – transforming the original problem into a constrained problem in a higher dimensional space – to define a sequence of suitable quadratic penalty subproblems with increasing penalty … Read more