On the Convergence of Decentralized Gradient Descent

@article{Yuan2016OnTC,
  title={On the Convergence of Decentralized Gradient Descent},
  author={Kun Yuan and Qing Ling and Wotao Yin},
  journal={SIAM Journal on Optimization},
  year={2016},
  volume={26},
  pages={1835-1854}
}
ON THE CONVERGENCE OF DECENTRALIZED GRADIENT DESCENT∗ KUN YUAN† , QING LING† , AND WOTAO YIN‡ Abstract. Consider the consensus problem of minimizing f(x) = ∑n i=1 fi(x), where x ∈ Rp and each fi is only known to the individual agent i in a connected network of n agents. To solve this problem and obtain the solution, all the agents collaborate with their neighbors through information exchange. This type of decentralized computation does not need a fusion center, offers better network load… CONTINUE READING
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