Theoretical Analysis of Primal-Dual Algorithm for Non-Convex Stochastic Decentralized Optimization.
Yuki TakezawaKenta NiwaMakoto YamadaPublished in: CoRR (2022)
Keyphrases
- theoretical analysis
- stochastic optimization
- stochastic programming
- stochastic search
- optimization problems
- optimization algorithm
- numerical simulations
- global optimization
- convex programming
- optimization process
- monte carlo
- semi definite programming
- constrained optimization
- peer to peer
- multi agent
- monte carlo sampling
- risk minimization
- genetic algorithm
- quadratic program
- semidefinite
- convex relaxation
- stochastic model
- quadratic programming
- piecewise linear
- optimization methods
- convex hull