John Duchi

  1. Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling.

    Authors: Alekh Agarwal, John Duchi, Martin Wainwright
    Subjects: Optimization and Control
    Abstract

    The goal of decentralized optimization over a network is to optimize a global
    objective formed by a sum of local (possibly nonsmooth) convex functions using
    only local computation and communication. It arises in various application
    domains, including distributed tracking and localization, multi-agent
    co-ordination, estimation in sensor networks, and large-scale optimization in
    machine learning. We develop and analyze distributed algorithms based on dual
    averaging of subgradients, and we provide sharp bounds on their convergence
    rates as a function of the network size and topology.

Syndicate content