The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems
arxiv(2022)
摘要
The saddle-point optimization problems have a lot of practical applications.
This paper focuses on such non-smooth problems in decentralized case. This work
contains generalization of recently proposed sliding for centralized problem.
Through specific penalization method and this sliding we obtain algorithm for
non-smooth decentralized saddle-point problems. Note, the proposed method
approaches lower bounds both for number of communication rounds and calls of
(sub-)gradient per node.
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关键词
sliding,mirror-prox,non-smooth,saddle-point
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