PDF, Cite, Poster, arXiv, ‘The 12th Annual Workshop on Optimization for Machine Learning (NeurIPS Workshop OPT2020), Spotlight’, ‘Frontiers in Signal Processing’

Abstract:

We propose new generic distributed proximal splitting algorithms, well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new nonergodic rates, as well as new accelerated versions of the algorithms, using varying stepsizes.