Decentralized optimization is widely used in different fields of study such as distributed learning, signal processing, and various distributed control problems. In these types of problems, nodes of the network are connected to each other and seek to optimize some objective function. In this article, we present a method for smoothing the non-smooth and non-strongly convex problems. This is done using the dual smoothing technique. We study two types of problems: consensus optimization of linear models and coupled constraints optimization. It is shown that these two problem classes are dual to each other.

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Dual Smoothing for Decentralized Optimization

  • Alexander Rogozin,
  • Nhat Trung Nguyen,
  • Hamed Azami Zenuzagh,
  • Alexander Gasnikov

摘要

Decentralized optimization is widely used in different fields of study such as distributed learning, signal processing, and various distributed control problems. In these types of problems, nodes of the network are connected to each other and seek to optimize some objective function. In this article, we present a method for smoothing the non-smooth and non-strongly convex problems. This is done using the dual smoothing technique. We study two types of problems: consensus optimization of linear models and coupled constraints optimization. It is shown that these two problem classes are dual to each other.