Large-Scale and Distributed Optimization

✍ Scribed by Pontus Giselsson, Anders Rantzer

• Publisher: Springer International Publishing
• Year: 2018
• Tongue: English
• Leaves: 416
• Series: Lecture Notes in Mathematics 2227
• Edition: 1st ed.
• Category: Library

✦ Synopsis

This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians.
Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.

✦ Table of Contents

Front Matter ....Pages i-xiii
Large-Scale and Distributed Optimization: An Introduction (Pontus Giselsson, Anders Rantzer)....Pages 1-10
Exploiting Chordality in Optimization Algorithms for Model Predictive Control (Anders Hansson, Sina Khoshfetrat Pakazad)....Pages 11-32
Decomposition Methods for Large-Scale Semidefinite Programs with Chordal Aggregate Sparsity and Partial Orthogonality (Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou)....Pages 33-55
Smoothing Alternating Direction Methods for Fully Nonsmooth Constrained Convex Optimization (Quoc Tran-Dinh, Volkan Cevher)....Pages 57-95
Primal-Dual Proximal Algorithms for Structured Convex Optimization: A Unifying Framework (Puya Latafat, Panagiotis Patrinos)....Pages 97-120
Block-Coordinate Primal-Dual Method for Nonsmooth Minimization over Linear Constraints (D. Russell Luke, Yura Malitsky)....Pages 121-147
Stochastic Forward Douglas-Rachford Splitting Method for Monotone Inclusions (Volkan Cevher, Bằng Công Vũ, Alp Yurtsever)....Pages 149-179
Mirror Descent and Convex Optimization Problems with Non-smooth Inequality Constraints (Anastasia Bayandina, Pavel Dvurechensky, Alexander Gasnikov, Fedor Stonyakin, Alexander Titov)....Pages 181-213
Frank-Wolfe Style Algorithms for Large Scale Optimization (Lijun Ding, Madeleine Udell)....Pages 215-245
Decentralized Consensus Optimization and Resource Allocation (Angelia Nedić, Alexander Olshevsky, Wei Shi)....Pages 247-287
Communication-Efficient Distributed Optimization of Self-concordant Empirical Loss (Yuchen Zhang, Lin Xiao)....Pages 289-341
Numerical Construction of Nonsmooth Control Lyapunov Functions (Robert Baier, Philipp Braun, Lars Grüne, Christopher M. Kellett)....Pages 343-373
Convergence of an Inexact Majorization-Minimization Method for Solving a Class of Composite Optimization Problems (Amir Beck, Dror Pan)....Pages 375-410
Back Matter ....Pages 411-412

✦ Subjects

Mathematics; Optimization; Control; Communications Engineering, Networks