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EXTRAPUSH FOR CONVEX SMOOTH DECENTRALIZED OPTIMIZATION OVER DIRECTED NETWORKS
  • ISSN号:0254-9409
  • 期刊名称:《计算数学:英文版》
  • 时间:0
  • 分类:O[理学]
  • 作者机构:[1]College of Computer Information Engineering, Jiangxi Normal University, Nanchang, Jiangxi 330022, China, [2]Department of Mathematics, University of California, Los Angeles, CA 90095, USA
  • 相关基金:The work of W. Yin has been supported in part by the NSF grants DMS-1317602 and ECCS-1462398. The work of J. Zeng has been supported in part by the NSF grant 11501440.
中文摘要:

在这笔记,我们扩大算法额外

英文摘要:

In this note, we extend the algorithms Extra [13] and subgradient-push [I0] to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed network. When the stationary distribution of the network can be computed in advance, we propose a simplified algorithm called Normalized ExtraPush. Just like Extra, both ExtraPush and Normalized ExtraPush can iterate with a fixed step size. But unlike Extra, they can take a column-stochastic mixing matrix, which is not necessarily doubly stochastic. Therefore, they remove the undirected-network restriction of Extra. Subgradient-push, while also works for directed networks, is slower on the same type of problem because it must use a sequence of diminishing step sizes. We present preliminary analysis for ExtraPush under a bounded sequence assumption. For Normalized ExtraPush, we show that it naturally produces a bounded, linearly convergent sequence provided that the objective function is strongly convex. In our numerical experiments, ExtraPush and Normalized ExtraPush performed similarly well. They are significantly faster than subgradient-push, even when we hand-optimize the step sizes for the latter.

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期刊信息
  • 《计算数学:英文版》
  • 主管单位:
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编:
  • 地址:北京2719信箱
  • 邮编:100080
  • 邮箱:
  • 电话:
  • 国际标准刊号:ISSN:0254-9409
  • 国内统一刊号:ISSN:11-2126/O1
  • 邮发代号:
  • 获奖情况:
  • 中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 美国数学评论(网络版),德国数学文摘,荷兰文摘与引文数据库,美国科学引文索引(扩展库),英国科学文摘数据库,日本日本科学技术振兴机构数据库
  • 被引量:193