A Second-Order Projected Primal-Dual Dynamical System for Distributed Optimization and Learning

• Published in: IEEE transaction on neural networks and learning systems Vol. 34; no. 9; pp. 6568 - 6577
• Main Authors: Wang, Xiaoxuan, Yang, Shaofu, Guo, Zhenyuan, Huang, Tingwen
• Format: Journal Article
• Language: English
• Published: Piscataway IEEE 01.09.2023; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Convergence; Convex functions; Damping; Distributed optimization; Dynamical systems; Learning algorithms; Linear programming; Machine learning; Nesterov accelerated system; Objective function; Operators (mathematics); Optimization; projected primal-dual method; Reagents; second-order dynamical system

This article focuses on developing distributed optimization strategies for a class of machine learning problems over a directed network of computing agents. In these problems, the global objective function is an addition function, which is composed of local objective functions. Such local objective...