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A Primal-Dual SGD Algorithm for Distributed Nonconvex Optimization

Xinlei Yi Shengjun Zhang Tao Yang Tianyou Chai Karl Henrik Johansson

自动化学报（英文版）2022，Vol.9Issue(5)：812-833,22.

自动化学报（英文版）2022，Vol.9Issue(5)：812-833,22.DOI:10.1109/JAS.2022.105554

A Primal-Dual SGD Algorithm for Distributed Nonconvex Optimization

Xinlei Yi ¹Shengjun Zhang ²Tao Yang ³Tianyou Chai ³Karl Henrik Johansson¹

作者信息

1. Division of Decision and Control Systems,School of Electrical Engineering and Computer Science,KTH Royal Institute of Technology,and also affiliated with the Digital Futures,Stockholm 10044,Sweden
2. Department of Electrical Engineering,University of North Texas,Denton,TX 76203 USA
3. State Key Laboratory of Synthetical Automation for Process Industries,Northeastern University,Shenyang 110819,China
折叠

摘要

关键词

Distributed nonconvex optimization/linear speedup/Polyak-Łojasiewicz (P-Ł) condition/primal-dual algorithm/stochastic gradient descent

Key words

Distributed nonconvex optimization/linear speedup/Polyak-Łojasiewicz (P-Ł) condition/primal-dual algorithm/stochastic gradient descent

引用本文复制引用

Xinlei Yi,Shengjun Zhang,Tao Yang,Tianyou Chai,Karl Henrik Johansson..A Primal-Dual SGD Algorithm for Distributed Nonconvex Optimization[J].自动化学报（英文版）,2022,9(5):812-833,22.

基金项目

This work was supported by the Knut and Alice Wallenberg Foundation,the Swedish Foundation for Strategic Research,the Swedish Research Council,and the National Natural Science Foundation of China(62133003,61991403,61991404,61991400). （62133003,61991403,61991404,61991400）

自动化学报（英文版）

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ISSN：2329-9266

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