The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866917556717092864 |
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| author | Kuruzov, Ilya Rogozin, Alexander Yarmoshik, Demyan Gasnikov, Alexander |
| author_facet | Kuruzov, Ilya Rogozin, Alexander Yarmoshik, Demyan Gasnikov, Alexander |
| contents | The saddle-point optimization problems have a lot of practical applications. This paper focuses on such non-smooth problems in decentralized case. This work contains generalization of recently proposed sliding for centralized problem. Through specific penalization method and this sliding we obtain algorithm for non-smooth decentralized saddle-point problems. Note, the proposed method approaches lower bounds both for number of communication rounds and calls of (sub-)gradient per node. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2210_06086 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems Kuruzov, Ilya Rogozin, Alexander Yarmoshik, Demyan Gasnikov, Alexander Optimization and Control The saddle-point optimization problems have a lot of practical applications. This paper focuses on such non-smooth problems in decentralized case. This work contains generalization of recently proposed sliding for centralized problem. Through specific penalization method and this sliding we obtain algorithm for non-smooth decentralized saddle-point problems. Note, the proposed method approaches lower bounds both for number of communication rounds and calls of (sub-)gradient per node. |
| title | The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2210.06086 |