论文标题

非平滑分散鞍点问题的镜像滑动方法

The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems

论文作者

Kuruzov, Ilya, Rogozin, Alexander, Yarmoshik, Demyan, Gasnikov, Alexander

论文摘要

鞍点优化问题具有许多实际应用。本文重点介绍了分散案例中的这种非平滑问题。这项工作包含了最近提出的集中式问题滑动的概括。通过特定的惩罚方法,我们获得了非平滑分散鞍点问题的算法。请注意,所提出的方法方法均针对通信循环的数量和每个节点的(子)梯度的调用。

The saddle-point optimization problems have a lot of practical applications. This paper focuses on such non-smooth problems in decentralized case. This work contains generalization of recently proposed sliding for centralized problem. Through specific penalization method and this sliding we obtain algorithm for non-smooth decentralized saddle-point problems. Note, the proposed method approaches lower bounds both for number of communication rounds and calls of (sub-)gradient per node.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源