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arXiv · 2305.08535

Delay-agnostic Asynchronous Coordinate Update Algorithm

Xuyang Wu·Changxin Liu·Sindri Magnusson·Mikael Johansson
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Abstract

We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate descent as special cases. We prove that DEGAS converges under both bounded and unbounded delays under delay-free parameter conditions. We also validate by theory and experiments that DEGAS adapts well to the actual delays. The effectiveness of DEGAS is demonstrated by numerical experiments on classification problems.

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Xuyang Wu, Changxin Liu, Sindri Magnusson, Mikael Johansson. 2023-05-15. Delay-agnostic Asynchronous Coordinate Update Algorithm. https://arxiv.org/abs/2305.08535

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