Abstract
Decentralized optimization has wide applications in machine learning, signal processing, and control. In this paper, we study the decentralized composite optimization problem with a non-smooth regularization term. Many proximal gradient based decentralized algorithms have been proposed in the past. However, these algorithms do not achieve near optimal computational complexity and communication complexity. In this paper, we propose a new method which establishes the optimal computational complexity and a near optimal communication complexity. Our empirical study shows that the proposed algorithm outperforms existing state-of-the-art algorithms.
| Original language | English (US) |
|---|---|
| Journal | Advances in Neural Information Processing Systems |
| Volume | 2020-December |
| State | Published - 2020 |
| Externally published | Yes |
| Event | 34th Conference on Neural Information Processing Systems, NeurIPS 2020 - Virtual, Online Duration: Dec 6 2020 → Dec 12 2020 |
ASJC Scopus subject areas
- Computer Networks and Communications
- Information Systems
- Signal Processing