A Newton consensus method for distributed optimization
نویسندگان
چکیده
منابع مشابه
A Distributed Newton Method for Large Scale Consensus Optimization
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of the Newton step as one of efficiently solving symmetric diagonally dominant linear equations. We validate our algorithm both theoretically and empirically. On...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2020
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2020.12.1536