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
相关论文
共 50 条
  • [21] Fast Proximal Linearized Alternating Direction Method of Multiplier with Parallel Splitting
    Lu, Canyi
    Li, Huan
    Lin, Zhouchen
    Yan, Shuicheng
    THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2016, : 739 - 745
  • [22] A Proximal Fully Parallel Splitting Method for Stable Principal Component Pursuit
    Sun, Hongchun
    Liu, Jing
    Sun, Min
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 2017
  • [23] Quotient convergence and multi-splitting methods for solving singular linear equations
    Xiaoke Cui
    Yimin Wei
    Naimin Zhang
    Calcolo, 2007, 44 : 21 - 31
  • [24] A proximal parallel splitting method for minimizing sum of convex functions with linear constraints
    Han, Deren
    He, Hongjin
    Xu, Lingling
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2014, 256 : 36 - 51
  • [25] A proximal fully parallel splitting method with a relaxation factor for separable convex programming
    Yin, Jianghua
    Jian, Jinbao
    Jiang, Xianzhen
    Wu, Jiansheng
    Ma, Guodong
    APPLIED NUMERICAL MATHEMATICS, 2024, 195 : 17 - 38
  • [26] A multi-splitting method to solve 2D parabolic reaction-diffusion singularly perturbed systems
    Clavero, C.
    Jorge, J. C.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2023, 417
  • [27] Proximal Splitting Networks for Image Restoration
    Aljadaany, Raied
    Pal, Dipan K.
    Savvides, Marios
    IMAGE ANALYSIS AND RECOGNITION, ICIAR 2019, PT I, 2019, 11662 : 3 - 17
  • [28] A novel approach to solve exact matching problem using multi-splitting of text patterns
    Srivastav, Shashank
    Singh, P. K.
    Yadav, Divakar
    INTERNATIONAL JOURNAL OF SYSTEM ASSURANCE ENGINEERING AND MANAGEMENT, 2023, 14 (04) : 1457 - 1466
  • [29] A novel approach to solve exact matching problem using multi-splitting of text patterns
    Shashank Srivastav
    P. K. Singh
    Divakar Yadav
    International Journal of System Assurance Engineering and Management, 2023, 14 : 1457 - 1466
  • [30] Improved proximal ADMM with partially parallel splitting for multi-block separable convex programming
    Min Sun
    Hongchun Sun
    Journal of Applied Mathematics and Computing, 2018, 58 : 151 - 181
12345