271. First-order splitting methods for decentralized optimization
Invited abstract in session WF-3: Splitting algorithms, stream Variational analysis: theory and algorithms.
Wednesday, 16:20 - 18:00Room: M:J
Authors (first author is the speaker)
| 1. | Felipe Atenas
|
| University of Melbourne | |
| 2. | Matthew Tam
|
| School of Mathematics and Statistics, University of Melbourne | |
| 3. | Minh N. Dao
|
| RMIT University |
Abstract
We consider finitely many agents over a connected network, whose aim is to cooperatively solve a convex optimization problem with composite sum structure, without having direct access to the information of the overall network. We propose primal-dual splitting methods of proximal-gradient type that use no central coordinator, performing forward-backward steps separately for each agent, and rounds of communication among neighbors. The algorithms we propose extend the so-called PG-EXTRA method for decentralized minimization problems, to three-operator splitting and convex-concave min-max problems.
Keywords
- Convex and non-smooth optimization
Status: accepted
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