Decentralized Frank-Wolfe Algorithm for Convex and Non-convex Problems

5 Dec 2016Hoi-To WaiJean LafondAnna ScaglioneEric Moulines

Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling high dimensional constrained problems, as the projection step becomes computationally prohibitive to compute... (read more)

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