Distributed forward-backward methods for ring networks

Francisco J. Aragón-Artacho (), Yura Malitsky (), Matthew K. Tam () and David Torregrosa-Belén ()
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Francisco J. Aragón-Artacho: University of Alicante
Yura Malitsky: Linköping University
Matthew K. Tam: University of Melbourne
David Torregrosa-Belén: University of Alicante

Computational Optimization and Applications, 2023, vol. 86, issue 3, No 3, 845-870

Abstract: Abstract In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of the studied algorithms requires one resolvent evaluation per set-valued operator, one forward evaluation per cocoercive operator, and two forward evaluations per monotone operator. Unlike existing methods, the structure of the proposed algorithms are suitable for distributed, decentralised implementation in ring networks without needing global summation to enforce consensus between nodes.

Keywords: Monotone operator; Monotone inclusion; Splitting algorithm; Forward-backward algorithm; Distributed optimisation; 47H05; 65K10; 90C30 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10589-022-00400-z

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