An Asynchronous Gossip Algorithm with Restart Strategy in Distributed Minimax Optimization

被引：0
|
作者：
Hanada, Kenta [1 ]
Wada, Takayuki [1 ]
Fujisaki, Yasumasa [1 ]
机构：
[1] Osaka Univ, Grad Sch Informat Sci & Technol, Suita, Osaka, Japan
来源：
IFAC PAPERSONLINE | 2017年 / 50卷 / 01期
基金：
日本科学技术振兴机构;
关键词：
Distributed algorithms; Minimax optimization; Asynchronous gossip algorithms; Subgradient method; Restart strategy;
D O I：
10.1016/j.ifacol.2017.08.2092
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
An asynchronous gossip algorithm with a restart strategy is proposed to an approximated distributed minimax optimization in this paper. The restart strategy controls a step length of a subgradient method and resets a local clock under a certain criteria in the algorithm. The convergence property is analyzed for the algorithm with the restart strategy. Numerical examples illustrate that the proposed algorithm works well in various instances and high approximation ratios. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：14212 / 14217
页数：6
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