Delay-agnostic Asynchronous Coordinate Update Algorithm

Autor:	Wu, Xuyang, Liu, Changxin, Magnusson, Sindri, Johansson, Mikael
Rok vydání:	2023
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate descent as special cases. We prove that DEGAS converges under both bounded and unbounded delays under delay-free parameter conditions. We also validate by theory and experiments that DEGAS adapts well to the actual delays. The effectiveness of DEGAS is demonstrated by numerical experiments on classification problems. Comment: 25 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2305.08535 Zobrazit plný text záznamu View this record from Arxiv