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Long Presentation
in
Affinity Workshop: LXAI Research @ NeurIPS 2020

Robust Optimization over Networks Using Distributed Restarting of Accelerated Dynamics

Daniel Ochoa


Abstract:

We present a new accelerated distributed algorithm for the robust solution of convex optimization problems over networks. We propose a novel distributed restarting mechanism for accelerated optimization dynamics with individual asynchronous time-varying coefficients. Graph-dependent restarting conditions are derived to establish suitable stability, convergence, and robustness properties for problems characterized by strongly convex smooth and non-smooth primal functions. Since the algorithm combines continuous-time dynamics and discrete-time dynamics, we model the complete system as a hybrid dynamical system. Numerical results illustrate our results.

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