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Distributed Primal-Dual Splitting Algorithm for Multiblock Separable Optimization Problems
DOI:10.1109/TAC.2021.3116116.png)
摘要
En 中文
This article considers the distributed structured optimization problem of collaboratively minimizing the global objective function composed of the sum of local cost functions. Each local objective function involves a Lipschitz-differentiable convex function, a nonsmooth convex function, and a linear composite nonsmooth convex function. For such problems, we derive the synchronous distributed primal-dual splitting (S-DPDS) algorithm with uncoordinated stepsizes. Meanwhile, we develop the asynchronous version of the algorithm in light of the randomized block-coordinate method (A-DPDS). Further, the convergence results show the relaxed range and concise form of the acceptable parameters, which indicates that the algorithms are conducive to the selection of parameters in practical applications. Finally, we demonstrate the efficiency of S-DPDS and A-DPDS algorithms by numerical experiments.
Keyword:
Optimization
Convex functions
Distributed algorithms
Convergence
Linear programming
Couplings
Simulation
Asynchronous algorithm
distributed optimization
primal-dual splitting algorithm
uncoordinated stepsizes
期刊
IF:
7
论文数:
1.3W
被引数:
6.7W
机构
引用论文
A Coordinate Descent Primal-Dual Algorithm and Application to Distributed Asynchronous Optimization坐标下降原始对偶算法及其在分布式异步优化中的应用

