Accelerated Distributed Composite Nesterov Gradient Descent Algorithm

For the composite function composed of L-smooth general convex functions and non-smooth convex functions, a new accelerated distributed composite Nesterov gradient descent algorithm (Acc-DCNGD-NSC) is proposed in this paper. The algorithm can be applied to smooth convex optimization problems and composite convex optimization problems. By applying Nesterov acceleration techniques and a new gradient estimation scheme to the distributed proximal gradient algorithm, Acc-DCNGD-NSC is able to converge at a sub-linear rate of O(1/t(2)) to global optimal solution.