Related papers: A scalable system for primal-dual optimization
The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…
With the rapid advancement of Big Data platforms such as Hadoop, Spark, and Dataflow, many tools are being developed that are intended to provide end users with an interactive environment for large-scale data analysis (e.g., IQmulus).…
Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…
We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our method updates only a subset of primal and dual variables with…
We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the…
We present a primal-dual majorization-minimization method for solving large-scale linear programs. A smooth barrier augmented Lagrangian (SBAL) function with strict convexity for the dual linear program is derived. The…
Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized…
We optimize the running time of the primal-dual algorithms by optimizing their stopping criteria for solving convex optimization problems under affine equality constraints, which means terminating the algorithm earlier with fewer…
Distributed and iterative network utility maximization algorithms, such as the primal-dual algorithms or the network-user decomposition algorithms, often involve trajectories where the iterates may be infeasible, convergence to the optimal…
Many Big Data applications in business and science require the management and analysis of huge amounts of graph data. Previous approaches for graph analytics such as graph databases and parallel graph processing systems (e.g., Pregel)…
Management and analysis of big data are systematically associated with a data distributed architecture in the Hadoop and now Spark frameworks. This article offers an introduction for statisticians to these technologies by comparing the…
In this paper we consider a distributed optimization scenario in which a set of processors aims at cooperatively solving a class of min-max optimization problems. This set-up is motivated by peak-demand minimization problems in smart grids.…
We propose a novel approximation hierarchy for cardinality-constrained, convex quadratic programs that exploits the rank-dominating eigenvectors of the quadratic matrix. Each level of approximation admits a min-max characterization whose…
Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms…
Primal-dual algorithm (PDA) is a classic and popular scheme for convex-concave saddle point problems. It is universally acknowledged that the proximal terms in the subproblems about the primal and dual variables are crucial to the…
We consider strongly-convex-strongly-concave saddle point problems assuming we have access to unbiased stochastic estimates of the gradients. We propose a stochastic accelerated primal-dual (SAPD) algorithm and show that SAPD sequence,…
We consider primal-dual pairs of semidefinite programs and assume that they are ill-posed, i.e., both primal and dual are either weakly feasible or weakly infeasible. Under such circumstances, strong duality may break down and the primal…
In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…
Distributed data processing platforms for cloud computing are important tools for large-scale data analytics. Apache Hadoop MapReduce has become the de facto standard in this space, though its programming interface is relatively low-level,…
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…