Decentralized Composite Optimization in Stochastic Networks: A Dual Averaging Approach with Linear Convergence.
Changxin LiuZirui ZhouJian PeiYong ZhangYang ShiPublished in: CoRR (2021)
Keyphrases
- stochastic optimization
- stochastic approximation
- optimization algorithm
- faster convergence
- dual variables
- global convergence
- cooperative
- optimization problems
- stochastic programming
- monte carlo
- optimization method
- convergence rate
- optimization methods
- convergence speed
- quasi newton
- stochastic gradient
- social networks
- structured peer to peer
- highly non linear
- chance constraints
- semidefinite
- stochastic search
- evolutionary multiobjective
- proximal point
- overlay network
- primal dual
- constrained optimization
- optimization process
- computer networks
- peer to peer
- distributed systems
- objective function