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Distributed optimization with arbitrary local solvers

Published:2017-02 Issue:4 Volume:32 Page:813-848
ISSN:1055-6788
Container-title:Optimization Methods and Software
language:en
Short-container-title:Optimization Methods and Software

Author:

Ma Chenxin¹,Konečný Jakub²,Jaggi Martin³,Smith Virginia⁴,Jordan Michael I.⁴,Richtárik Peter²,Takáč Martin¹

Affiliation:

1. Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, PA, USA

2. School of Mathematics, University of Edinburgh, Old College, Edinburgh, UK

3. School of Computer And Communication Sciences, EPFL, Lausanne, Switzerland

4. Division of Computer Science, UC Berkeley, Berkeley, CA, USA

Publisher

Informa UK Limited

Subject

Applied Mathematics,Control and Optimization,Software

Link

https://tandfonline.com/doi/pdf/10.1080/10556788.2016.1278445

Reference30 articles.

1. Two-Point Step Size Gradient Methods

2. A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

3. Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

4. A Limited Memory Algorithm for Bound Constrained Optimization

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