Distributed stochastic optimization algorithm with non-consistent constraints in time-varying unbalanced networks

DOI10.1016/J.JFRANKLIN.2024.107081zbMATH Open1544.90154MaRDI QIDQ6601176

Zhipeng Zhou, Ya-Nan Zhu, Guoying Miao

Publication date: 10 September 2024

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

zbMATH Keywords

incomplete datasublinear convergence ratedistributed stochastic optimizationtime-varying unbalanced networks

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Decentralized systems (93A14) Stochastic stability in control theory (93E15)

Cites Work

• Distributed stochastic subgradient projection algorithms for convex optimization
• Distributed optimization over directed graphs with row stochasticity and constraint regularity
• Distributed discrete-time convex optimization with nonidentical local constraints over time-varying unbalanced directed graphs
• Stochastic Gradient-Push for Strongly Convex Functions on Time-Varying Directed Graphs
• Distributed Optimization Over Time-Varying Directed Graphs
• Distributed Subgradient Methods for Multi-Agent Optimization
• Constrained Consensus and Optimization in Multi-Agent Networks
• Distributed Constrained Optimization Over Unbalanced Directed Networks Using Asynchronous Broadcast-Based Algorithm
• Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph
• Decentralized Optimization Over Time-Varying Directed Graphs With Row and Column-Stochastic Matrices
• Push–Pull Gradient Methods for Distributed Optimization in Networks
• Distributed Discrete-Time Algorithms for Convex Optimization With General Local Constraints on Weight-Unbalanced Digraph
• Distributed Stochastic Consensus Optimization With Momentum for Nonconvex Nonsmooth Problems
• Communication-Efficient Variance-Reduced Decentralized Stochastic Optimization Over Time-Varying Directed Graphs
• Distributed Variable Sample-Size Stochastic Optimization With Fixed Step-Sizes

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