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Mathematics
Article . 2022 . Peer-reviewed
License: CC BY
Data sources: Crossref
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Mathematics
Article . 2022
Data sources: DOAJ
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Distributed Optimization Algorithm for Composite Optimization Problems with Non-Smooth Function

Authors: Yawei Shi; Liang Ran; Jialong Tang; Xiangzhao Wu;

Distributed Optimization Algorithm for Composite Optimization Problems with Non-Smooth Function

Abstract

This paper mainly studies the distributed optimization problems in a class of undirected networks. The objective function of the problem consists of a smooth convex function and a non-smooth convex function. Each agent in the network needs to optimize the sum of the two objective functions. For this kind of problem, based on the operator splitting method, this paper uses the proximal operator to deal with the non-smooth term and further designs a distributed algorithm that allows the use of uncoordinated step-sizes. At the same time, by introducing the random-block coordinate mechanism, this paper develops an asynchronous iterative version of the synchronous algorithm. Finally, the convergence of the algorithms is proven, and the effectiveness is verified through numerical simulations.

Related Organizations
Keywords

non-smooth convex function, QA1-939, proximal operator, distributed optimization, random-block coordinate, Mathematics, distributed optimization; non-smooth convex function; proximal operator; random-block coordinate

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
gold