Parallel Multi-splitting Proximal Method for Star Networks

被引：0
|
作者：
Wei, Ermin [1 ]
机构：
[1] Northwestern Univ, Dept Elect Engn & Comp Sci, Evanston, IL 60202 USA
来源：
2017 AMERICAN CONTROL CONFERENCE (ACC) | 2017年
关键词：
ALGORITHM; CONSENSUS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We develop a parallel algorithm based on proximal method to solve the problem of minimizing summation of convex (not necessarily smooth) functions over a star network. We show that this method converges to an optimal solution for any choice of constant stepsize for convex objective functions. Under further assumption of Lipschitz-gradient and strong convexity of objective functions, the method converges linearly.
引用
收藏
页码：4341 / 4346
页数：6
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