Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
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DOI: 10.1007/s10957-010-9737-7
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References listed on IDEAS
- M. V. Solodov & S. K. Zavriev, 1998. "Error Stability Properties of Generalized Gradient-Type Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 663-680, September.
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- Bin Hu & Zhi-Hong Guan & Rui-Quan Liao & Ding-Xue Zhang & Gui-Lin Zheng, 2015. "Consensus-based distributed optimisation of multi-agent networks via a two level subgradient-proximal algorithm," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(7), pages 1307-1318, May.
- Woocheol Choi & Doheon Kim & Seok-Bae Yun, 2022. "Convergence Results of a Nested Decentralized Gradient Method for Non-strongly Convex Problems," Journal of Optimization Theory and Applications, Springer, vol. 195(1), pages 172-204, October.
- Jueyou Li & Chuanye Gu & Zhiyou Wu & Changzhi Wu, 2017. "Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks," Complexity, Hindawi, vol. 2017, pages 1-10, December.
- Maude J. Blondin & Matthew Hale, 2021. "A Decentralized Multi-objective Optimization Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 189(2), pages 458-485, May.
- Junlong Zhu & Ping Xie & Mingchuan Zhang & Ruijuan Zheng & Ling Xing & Qingtao Wu, 2019. "Distributed Stochastic Subgradient Projection Algorithms Based on Weight-Balancing over Time-Varying Directed Graphs," Complexity, Hindawi, vol. 2019, pages 1-16, August.
- Haimonti Dutta, 2022. "A Consensus Algorithm for Linear Support Vector Machines," Management Science, INFORMS, vol. 68(5), pages 3703-3725, May.
- Wei Ni & Xiaoli Wang, 2022. "A Multi-Scale Method for Distributed Convex Optimization with Constraints," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 379-400, January.
- Zhong, Yannan & Xu, Weijun & Li, Hongyi & Zhong, Weiwei, 2024. "Distributed mean reversion online portfolio strategy with stock network," European Journal of Operational Research, Elsevier, vol. 314(3), pages 1143-1158.
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Keywords
Distributed algorithm; Convex optimization; Subgradient methods; Stochastic approximation;All these keywords.
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