Distributed forward-backward methods for ring networks

DOI10.1007/S10589-022-00400-ZMaRDI QIDQ6146367zbMATH OpenWikidataFDO

Authors Francisco J. Aragón Artacho, Yura Malitsky, Matthew K. Tam, David Torregrosa-Belén

Publication date 10 January 2024

Published in Computational Optimization and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2112.00274

zbMATH Keywords

forward-backward algorithmsplitting algorithmmonotone inclusionmonotone operatordistributed optimisation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Monotone operators and generalizations (47H05)

Abstract: In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of the studied algorithms requires one resolvent evaluation per set-valued operator, one forward evaluation per cocoercive operator, and two forward evaluations per monotone operator. Unlike existing methods, the structure of the proposed algorithms are suitable for distributed, decentralised implementation in ring networks without needing global summation to enforce consensus between nodes.

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Cites work

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Cited in

(3)

• Regularity of sets under a reformulation in a product space with reduced dimension
• Convergence analysis of a new forward-reflected-backward algorithm for four operators without cocoercivity
• In memoriam: Asen L. Dontchev (1948--2021)

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