Distributed Stochastic Consensus Optimization with Momentum for Nonconvex Nonsmooth Problems

Zhiguo Wang
Zhiguo Wang
Jian Li
Jian Li
Zhi-Quan Luo
Zhi-Quan Luo
Cited by: 0|Views6

Abstract:

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper presents a new (stochastic) distributed algorithm with Nesterov momentum for accelerated optimization o...More

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