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arXiv · 2303.08045

On Decentralized Nonsmooth Optimization

Savelii Chezhegov·Alexander Rogozin·Alexander Gasnikov
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Abstract

In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of problems: linear models with nonsmooth loss functions. Our algorithm combines regularization and dual reformulation to get an effective optimization method with complexity better than the lower bounds.

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Savelii Chezhegov, Alexander Rogozin, Alexander Gasnikov. 2023-03-14. On Decentralized Nonsmooth Optimization. https://arxiv.org/abs/2303.08045

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