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Poster

Decentralized Optimization with Coupled Constraints

Demyan Yarmoshik · Alexander Rogozin · Nikita Kiselev · Daniil Dorin · Alexander Gasnikov · Dmitry Kovalev

Hall 3 + Hall 2B #375
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Thu 24 Apr 7 p.m. PDT — 9:30 p.m. PDT

Abstract: We consider the decentralized minimization of a separable objective ni=1fi(xi), where the variables are coupled through an affine constraint ni=1(Aixibi)=0.We assume that the functions fi, matrices Ai, and vectors bi are stored locally by the nodes of a computational network, and that the functions fi are smooth and strongly convex. This problem has significant applications in resource allocation and systems control and can also arise in distributed machine learning.We propose lower complexity bounds for decentralized optimization problems with coupled constraints and a first-order algorithm achieving the lower bounds. To the best of our knowledge, our method is also the first linearly convergent first-order decentralized algorithm for problems with general affine coupled constraints.

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