Decentralized Distributed Optimization for Saddle Point Problems

15 Feb 2021 Alexander Rogozin Alexander Beznosikov Darina Dvinskikh Dmitry Kovalev Pavel Dvurechensky Alexander Gasnikov

We consider distributed convex-concave saddle point problems over arbitrary connected undirected networks and propose a decentralized distributed algorithm for their solution. The local functions distributed across the nodes are assumed to have global and local groups of variables... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • OPTIMIZATION AND CONTROL
  • DISTRIBUTED, PARALLEL, AND CLUSTER COMPUTING