Asynchronous Parallel Algorithms for Nonconvex Optimization

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F20%3A00333111" target="_blank" >RIV/68407700:21230/20:00333111 - isvavai.cz</a>

Result on the web

<a href="https://doi.org/10.1007/s10107-019-01408-w" target="_blank" >https://doi.org/10.1007/s10107-019-01408-w</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10107-019-01408-w" target="_blank" >10.1007/s10107-019-01408-w</a>

Result language

angličtina

Original language name

Asynchronous Parallel Algorithms for Nonconvex Optimization

Original language description

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework hinges on successive convex approximation techniques and a novel probabilistic model that captures key elements of modern computational architectures and asynchronous implementations in a more faithful way than current state-of-the-art models. Other key features of the framework are: (1) it covers in a unified way several specific solution methods; (2) it accommodates a variety of possible parallel computing architectures; and (3) it can deal with nonconvex constraints. Almost sure convergence to stationary solutions is proved, and theoretical complexity results are provided, showing nearly ideal linear speedup when the number of workers is not too large.

Czech name

—

Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2020

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Mathematical Programming

ISSN

0025-5610

e-ISSN

1436-4646

Volume of the periodical

184

Issue of the periodical within the volume

1-2

Country of publishing house

DE - GERMANY

Number of pages

34

Pages from-to

121-154

UT code for WoS article

000578114700004

EID of the result in the Scopus database

2-s2.0-85068027543