A Class of Randomized Primal-Dual Algorithms for Distributed Optimization

zbMath1336.65113arXiv1406.6404MaRDI QIDQ2789080

Audrey Repetti, Jean-Christophe Pesquet

Publication date: 26 February 2016

Full work available at URL: https://arxiv.org/abs/1406.6404

zbMATH Keywords

convex optimizationpreconditioningmonotone operatordistributed algorithmprimal-dual algorithmblock-coordinate algorithmstochastic quasi-Fejér sequence

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Decomposition methods (49M27)

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