分布式异步复合优化的随机原对偶算法

2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP) Pub Date : 2014-12-01 DOI:10.1109/GlobalSIP.2014.7032215

P. Bianchi, W. Hachem, F. Iutzeler

{"title":"分布式异步复合优化的随机原对偶算法","authors":"P. Bianchi, W. Hachem, F. Iutzeler","doi":"10.1109/GlobalSIP.2014.7032215","DOIUrl":null,"url":null,"abstract":"Consider a network where each agent has a private composite function (e.g. the sum of a smooth and a non-smooth function). The problem we address here is to And a minimize! of the aggregate cost (the sum of the agents functions) in a distributed manner. In this paper, we combine recent results on primal-dual optimization and coordinate descent to propose an asynchronous distributed algorithm for composite optimization.","PeriodicalId":362306,"journal":{"name":"2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"13","resultStr":"{\"title\":\"A stochastic primal-dual algorithm for distributed asynchronous composite optimization\",\"authors\":\"P. Bianchi, W. Hachem, F. Iutzeler\",\"doi\":\"10.1109/GlobalSIP.2014.7032215\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Consider a network where each agent has a private composite function (e.g. the sum of a smooth and a non-smooth function). The problem we address here is to And a minimize! of the aggregate cost (the sum of the agents functions) in a distributed manner. In this paper, we combine recent results on primal-dual optimization and coordinate descent to propose an asynchronous distributed algorithm for composite optimization.\",\"PeriodicalId\":362306,\"journal\":{\"name\":\"2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)\",\"volume\":\"26 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"13\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/GlobalSIP.2014.7032215\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/GlobalSIP.2014.7032215","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 13

摘要

考虑一个网络，其中每个代理都有一个私有的复合函数(例如平滑函数和非平滑函数的总和)。我们这里要解决的问题是和一个最小化!以分布式方式计算总成本(代理函数的总和)。本文结合原对偶优化和坐标下降的最新研究成果，提出了一种异步分布的复合优化算法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A stochastic primal-dual algorithm for distributed asynchronous composite optimization

Consider a network where each agent has a private composite function (e.g. the sum of a smooth and a non-smooth function). The problem we address here is to And a minimize! of the aggregate cost (the sum of the agents functions) in a distributed manner. In this paper, we combine recent results on primal-dual optimization and coordinate descent to propose an asynchronous distributed algorithm for composite optimization.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

2014 IEEE Global Conference on Signal and Information Processing (GlobalSIP)

自引率

0.00%

发文量