An accelerated decentralized stochastic optimization algorithm with inexact model

DOI10.1016/J.CAM.2024.116383MaRDI QIDQ6664887zbMATH OpenFDO

Authors Xue-Xue Zhang, Sanyang Liu, Nannan Zhao

Publication date 16 January 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2024.116383

zbMATH Keywords

convergencecomplexitystochastic optimizationaccelerationinexact model

Mathematics Subject Classification ID

Operations research and management science (90Bxx) Mathematical programming (90Cxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)

Cites work

• scientific article; zbMATH DE number 3168330 (Why is no real title available?)
• A Decentralized Proximal-Gradient Method With Network Independent Step-Sizes and Separated Convergence Rates
• A proximal stochastic gradient method with progressive variance reduction
• Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
• Composite optimization for the resource allocation problem
• DSA: decentralized double stochastic averaging gradient algorithm
• Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
• Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks
• Distributed Learning Algorithms for Spectrum Sharing in Spatial Random Access Wireless Networks
• Distributed Subgradient Methods for Multi-Agent Optimization
• Distributed asynchronous computation of fixed points
• Distributed stochastic gradient tracking methods
• Distributed stochastic variance reduced gradient methods by sampling extra data with replacement
• EXTRA: an exact first-order algorithm for decentralized consensus optimization
• Fast Consensus by the Alternating Direction Multipliers Method
• Fast Distributed Gradient Methods
• Fastest Mixing Markov Chain on a Graph
• Harnessing Smoothness to Accelerate Distributed Optimization
• Inexact model: a framework for optimization and variational inequalities
• Minimizing finite sums with the stochastic average gradient
• On the Convergence Time of Dual Subgradient Methods for Strongly Convex Programs
• On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
• On the convergence of decentralized gradient descent
• Recent theoretical advances in decentralized distributed convex optimization
• Revisiting EXTRA for Smooth Distributed Optimization
• Towards accelerated rates for distributed optimization over time-varying networks
• Universal method for stochastic composite optimization problems

This page was built for publication: An accelerated decentralized stochastic optimization algorithm with inexact model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664887)