On Unbounded Delays in Asynchronous Parallel Fixed-Point Algorithms

@article{Hannah2018OnUD,
  title={On Unbounded Delays in Asynchronous Parallel Fixed-Point Algorithms},
  author={Robert Hannah and Wotao Yin},
  journal={J. Sci. Comput.},
  year={2018},
  volume={76},
  pages={299-326}
}
The need for scalable solvers for massive optimization problems has motivated the development of asynchronous-parallel algorithms, where a set of nodes runs in parallel with little or no synchronization, thus computing with delayed information. This paper develops powerful Lyapunov-functions techniques, and uses them to study the convergence of the asynchronous-parallel algorithm ARock under potentially unbounded delays. ARock is a very general asynchronous algorithm, that takes many popular… CONTINUE READING
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