A Primal-Dual Quasi-Newton Method for Exact Consensus Optimization

DOI10.1109/TSP.2019.2951216MaRDI QIDQ5212657zbMATH OpenFDO

Authors M. Eisen, Aryan Mokhtari, Alejandro Ribeiro

Publication date 29 January 2020

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.01212

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Newton-like method with diagonal correction for distributed optimization
• Distributed adaptive Newton methods with global superlinear convergence
• Decentralized ADMM with compressed and event-triggered communication
• Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit

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