IDEAL: Inexact DEcentralized Accelerated Augmented Lagrangian Method
Yossi Arjevani, Joan Bruna, Bugra Can, Mert Gurbuzbalaban, Stefanie Jegelka, Hongzhou Lin
Spotlight presentation: Orals & Spotlights Track 21: Optimization
on 2020-12-09T07:20:00-08:00 - 2020-12-09T07:30:00-08:00
on 2020-12-09T07:20:00-08:00 - 2020-12-09T07:30:00-08:00
Toggle Abstract Paper (in Proceedings / .pdf)
Abstract: We introduce a framework for designing primal methods under the decentralized optimization setting where local functions are smooth and strongly convex. Our approach consists of approximately solving a sequence of sub-problems induced by the accelerated augmented Lagrangian method, thereby providing a systematic way for deriving several well-known decentralized algorithms including EXTRA and SSDA. When coupled with accelerated gradient descent, our framework yields a novel primal algorithm whose convergence rate is optimal and matched by recently derived lower bounds. We provide experimental results that demonstrate the effectiveness of the proposed algorithm on highly ill-conditioned problems.