NESTT: A Nonconvex Primal-Dual Splitting Method for Distributed and Stochastic Optimization.

Davood Hajinezhad Mingyi Hong Tuo Zhao Zhaoran Wang

Published in: NIPS (2016)

Keyphrases

stochastic optimization
objective function
pairwise
primal dual
decision making
dynamic programming
convergence rate
multiscale
constrained optimization
semidefinite programming