Veranstaltungen
- 18. – 22. März 2019 (ZIB-SEM)
- Workshop/Konferenz: New Directions in Stochastic Analysis: Rough Paths, SPDEs and Related Topics
mehr ... Veranstaltungsort
Zuse-Zentrum für Informationstechnik (ZIB), Takustr. 7, 14195 Berlin, Seminarraum
Veranstalter
Technische Universität Berlin
WIAS Berlin
Universität Potsdam
Freie Universität Berlin
DFG Research Unit 2402
European Research Council
- Dienstag, 19.03.2019, 15:00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
D. Dvinskikh, WIAS Berlin:
Distributed decentralized (stochastic) optimization for dual friendly functions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Abstrakt
We study the optimal complexity bounds of first-order methods for the problem of minimizing the finite sum of convex (strongly convex) functions. To address this problem, we appeal to distributed optimization and consider the network of multiple agents (processors) which cooperatively minimize the target function. We compare two different approaches toward the finding of the minimum depending on the functions properties in terms of oracle calls and communication rounds: primal approach and dual approach, based on the assumption of existence of the Fenchel-Legendre transform of the target function.
Veranstalter
WIAS Berlin
- 20. – 22. März 2019 (IAP)
- Workshop/Konferenz: Leibniz MMS Days 2019
mehr ... Veranstaltungsort
Leibniz-Institute of Atmospheric Physics, Schlossstr. 6, 04318 Kühlungsborn, Germany
Veranstalter
WIAS Berlin