A Distributed Accelerated Algorithm Based on a Unified Momentum Method

Yawei Chen () and Qingzhi Yang ()
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Yawei Chen: Nankai University
Qingzhi Yang: Nankai University

Journal of Optimization Theory and Applications, 2024, vol. 203, issue 3, No 28, 2908-2953

Abstract: Abstract We propose a distributed optimization method based on a unified momentum method combined with the heavy ball method and optimized gradient method. We first prove that the stochastic version of the unified momentum method converges, and then prove the convergence of proposed distributed accelerated algorithm. Numerical experiments show that our algorithm has better performance than other methods.

Keywords: Distributed optimization; Directed graph; Optimized gradient method; Unified momentum method; 90-08 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10957-024-02552-w

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