A Newton Tracking Algorithm with Exact Linear Convergence Rate for Decentralized Consensus Optimization.
Jiaojiao ZhangQing LingAnthony Man-Cho SoPublished in: CDC (2020)
Keyphrases
- convergence rate
- global convergence
- optimization algorithm
- step size
- convergence speed
- faster convergence
- learning rate
- primal dual
- objective function
- global search
- kalman filter
- cost function
- multi objective
- search space
- linear programming
- variable step size
- numerical stability
- gradient method
- simplex method
- learning algorithm
- optimal solution
- linear systems
- kalman filtering
- particle swarm optimization algorithm
- global optimum
- dynamic programming
- optimization method
- premature convergence
- k means
- quadratic programming
- levenberg marquardt
- inertia weight
- hybrid algorithm
- simulated annealing
- line search
- particle swarm optimization