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arXiv · 2411.19483

Two-timescale EXTRA for Distributed Smooth Non-convex Optimization

Zeyu Peng·Farhad Farokhi·Ye Pu
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Abstract

In this paper, we study distributed optimization with smooth non-convex local objectives. We propose a novel variant of the well-known EXact firsT-ordeR Algorithm (EXTRA), called Two-timescale EXTRA, by introducing two distinct step-sizes. Leveraging the two-timescale strategy, we construct a Lyapunov function and establish the sub-linear convergence of Two-timescale EXTRA to a consensual first-order stationary point. Additionally, we introduce an off-line sequential method for algorithm parameter selection, and the numerical results support the theoretical guarantees.

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Zeyu Peng, Farhad Farokhi, Ye Pu. 2024-11-29. Two-timescale EXTRA for Distributed Smooth Non-convex Optimization. https://arxiv.org/abs/2411.19483

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