Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

Abstract: This paper considers the decentralized optimization problem of minimizing a finite sum of strongly convex and twice continuously differentiable functions over a fixed-connected undirected ...

In this note, we extend the algorithms Extra [13] and subgradient-push [10] to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed ...

Abstract: The use of non-convex sparse regularization has attracted much interest when estimating a very sparse model on high dimensional data. In this work we express the optimality conditions of the ...