This paper considers the problem of decentralized optimization with a composite objective containing smooth and non-smooth terms. To solve the problem, a proximal-gradient scheme is studied. Specifically, the smooth and nonsmooth terms are dealt with by gradient update and proximal update, respectively. The studied algorithm is closely related to a previous decentralized optimization algorithm, PG-EXTRA [37], but has a few advantages. First of all, in our new scheme, agents use uncoordinated step-sizes and the stable upper bounds on step-sizes are independent from network topology. The step-sizes depend on local objective functions, and they can be as large as that of the gradient descent. Secondly, for the special case without non-smooth terms, linear convergence can be achieved under the strong convexity assumption. The dependence of the convergence rate on the objective functions and the network are separated, and the convergence rate of our new scheme is as good as one of the two convergence rates that match the typical rates for the general gradient descent and the consensus averaging. We also provide some numerical experiments to demonstrate the efficacy of the introduced algorithms and validate our theoretical discoveries.

本文介绍一种新的分布式优化问题的近端-梯度算法，用于处理包含平滑和非平滑项的组合目标，我们提出的新算法与以前的算法相比具有一些优势，例如不需要协调步长和可得到线性收敛。

一种具有网络独立步长和分离收敛速度的去中心化近端梯度方法