Distributed Subgradient-Free Stochastic Optimization Algorithm for Nonsmooth Convex Functions over Time-Varying Networks.
Yinghui WangWenxiao ZhaoYiguang HongMohsen ZamaniPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- convex functions
- stochastic optimization algorithm
- exact penalty
- convex programs
- objective function
- linear program
- primal dual
- cutting plane
- convex programming
- convex optimization
- quasiconvex
- dc programming
- piecewise linear
- convex sets
- column generation
- linear programming
- convergence rate
- optimization problems
- probabilistic model
- image processing