Achieving Linear Speedup in Decentralized Stochastic Compositional Minimax Optimization.
Hongchang GaoPublished in: CoRR (2023)
Keyphrases
- stochastic optimization
- quadratic programming
- stochastic programming
- optimization algorithm
- stochastic search
- linear systems
- optimization problems
- optimization process
- orders of magnitude
- learning automata
- multistage
- simple linear
- global optimization
- neural network
- conjugate gradient method
- semidefinite
- optimization methods
- optimization method
- monte carlo
- distributed systems
- worst case
- cooperative
- evaluation function
- monte carlo sampling
- data sets
- optimal control problems
- chance constraints