Talk
in
Workshop: OPT2020: Optimization for Machine Learning

Contributed Video: Distributed Proximal Splitting Algorithms with Rates and Acceleration, Laurent Condat

Laurent Condat

2020 Talk
in
Workshop: OPT2020: Optimization for Machine Learning

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Abstract

We propose new generic distributed proximal splitting algorithms, well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new nonergodic rates, as well as new accelerated versions of the algorithms, using varying stepsizes.

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