Distributed dual gradient methods and error bound conditions
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In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal objective function we propose two distributed dual fast gradient schemes for which we prove sublinear rate of convergence for dual suboptimality but also primal suboptimality and feasibility violation for an average primal sequence or for the last generated primal iterate. Under the additional assumption of Lipshitz continuity of the gradient of the primal objective function we prove a global error bound type property for the dual problem and then we analyze a dual gradient scheme for which we derive global linear rate of convergence for both dual and primal suboptimality and primal feasibility violation. We also provide numerical simulations on optimal power flow problems.
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Cited by 2 Pith papers
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Decentralized Inexact Cubic Newton Method with Consensus Procedure
The paper develops decentralized inexact Cubic Newton methods for convex and strongly convex optimization that match centralized iteration complexities with only polylogarithmic extra communication rounds via consensu...
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Decentralized Inexact Cubic Newton Method with Consensus Procedure
Decentralized Cubic Newton method for convex optimization that matches exact centralized iteration complexity with polylogarithmic extra communication rounds under gradient L1-smoothness and Hessian L2-Lipschitz continuity.
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