Decentralized Composite Optimization in Stochastic Networks: A Dual Averaging Approach With Linear Convergence.
Changxin LiuZirui ZhouJian PeiYong ZhangYang ShiPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- stochastic optimization
- faster convergence
- optimization algorithm
- evolutionary multiobjective
- global convergence
- dual variables
- highly non linear
- quadratic programming
- stochastic approximation
- social networks
- cooperative
- semidefinite
- structured peer to peer
- optimization method
- optimization problems
- global optimization
- optimization process
- constrained optimization
- linear systems
- genetic algorithm
- linear gaussian
- optimal control problems
- computer networks
- stochastic programming
- multi agent
- state space
- convergence rate
- distributed systems
- stochastic search
- dynamic programming
- stochastic gradient
- convergence speed
- gauss seidel
- faster convergence rate
- simple linear
- linear constraints
- complex networks