Asynchronous Optimization Over Graphs: Linear Convergence Under Error Bound Conditions
نویسندگان
چکیده
We consider convex and nonconvex constrained optimization with a partially separable objective function: Agents minimize the sum of local functions, each which is known only by associated agent depends on variables that those few others. This partitioned setting arises in several applications practical interest. propose what is, to best our knowledge, first distributed, asynchronous algorithm rate guarantees for this class problems. When function nonconvex, provably converges stationary solution at sublinear whereas linear achieved under renowned Luo-Tseng error bound condition (which less stringent than strong convexity). Numerical results matrix completion LASSO problems show effectiveness method.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2020.3033490