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disropt.algorithms.subgradient.rst

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(Sub)gradient based Algorithms

Distributed projected (Sub)gradient Method

.. autoclass:: disropt.algorithms.subgradient.SubgradientMethod
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Randomized Block (Sub)gradient Method

.. autoclass:: disropt.algorithms.subgradient.BlockSubgradientMethod
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Distributed Gradient Tracking

.. autoclass:: disropt.algorithms.gradient_tracking.GradientTracking
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Distributed Gradient Tracking (over directed, unbalanced graphs)

.. autoclass:: disropt.algorithms.gradient_tracking.DirectedGradientTracking
   :members:
   :undoc-members:
   :show-inheritance:

References

[NeOz09]Nedic, Angelia; Asuman Ozdaglar: Distributed subgradient methods for multi-agent optimization: IEEE Transactions on Automatic Control 54.1 (2009): 48.
[FaNo19]Farina, Francesco, and Notarstefano, Giuseppe. Randomized Block Proximal Methods for Distributed Stochastic Big-Data Optimization. arXiv preprint arXiv:1905.04214 (2019).
[XiKh18]Xin, Ran, and Usman A. Khan: A linear algorithm for optimization over directed graphs with geometric convergence. IEEE Control Systems Letters 2.3 (2018): 315-320.