A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm

@article{Mishchenko2020ADF,
  title={A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm},
  author={Konstantin Mishchenko and Franck Iutzeler and J'erome Malick},
  journal={SIAM J. Optim.},
  year={2020},
  volume={30},
  pages={933-959}
}
  • Konstantin Mishchenko, Franck Iutzeler, J'erome Malick
  • Published 2020
  • Mathematics, Computer Science
  • SIAM J. Optim.
  • We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed algorithm is adjustable to various levels of communication cost, delays, machines computational power, and functions smoothness. A unique feature is that the stepsizes do not depend on communication delays nor number of machines, which is highly desirable for… CONTINUE READING

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