ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2006.08722
11
4

A Multi-Agent Primal-Dual Strategy for Composite Optimization over Distributed Features

15 June 2020
Sulaiman A. Alghunaim
Ming Yan
Ali H. Sayed
ArXivPDFHTML
Abstract

This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning and engineering applications, such as regression over distributed features and resource allocation. We reformulate this problem into an equivalent saddle-point problem, which is amenable to decentralized solutions. We then propose a proximal primal-dual algorithm and establish its linear convergence to the optimal solution when the local functions are strongly-convex. To our knowledge, this is the first linearly convergent decentralized algorithm for multi-agent sharing problems with a general convex (possibly non-smooth) coupling function.

View on arXiv
Comments on this paper