On the Convergence Rate of Incremental Aggregated Gradient Algorithms

On the Convergence Rate of Incremental Aggregated Gradient Algorithms

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions where the sum is strongly convex. This method processes the fun...

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Bibliographic Details
Main Authors: Gurbuzbalaban, Mert, Koksal, Asuman E., Parrilo, Pablo A
Other Authors: Massachusetts Institute of Technology. Department of Biological Engineering
Format: Article
Published: Society for Industrial & Applied Mathematics (SIAM) 2018
Online Access:http://hdl.handle.net/1721.1/114181
https://orcid.org/0000-0002-0575-2450
https://orcid.org/0000-0002-1827-1285
https://orcid.org/0000-0003-1132-8477

Internet

http://hdl.handle.net/1721.1/114181
https://orcid.org/0000-0002-0575-2450
https://orcid.org/0000-0002-1827-1285
https://orcid.org/0000-0003-1132-8477

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