The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems
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Publication:6506772
arXiv2210.06086MaRDI QIDQ6506772FDOQ6506772
Authors: Ilya A. Kuruzov, Alexander Rogozin, A. V. Gasnikov 
Abstract: The saddle-point optimization problems have a lot of practical applications. This paper focuses on such non-smooth problems in decentralized case. This work contains generalization of recently proposed sliding for centralized problem. Through specific penalization method and this sliding we obtain algorithm for non-smooth decentralized saddle-point problems. Note, the proposed method approaches lower bounds both for number of communication rounds and calls of (sub-)gradient per node.
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