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Lock-Free Incremental Coordinate Descent
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. KTH, School of Electrical Engineering (EES), Automatic Control.
2017 (English)In: 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017, Institute of Electrical and Electronics Engineers (IEEE), 2017Conference paper, Published paper (Refereed)
Abstract [en]

We study a flexible algorithm for minimizing a sum of component functions, each of which depends on a large number of decision variables. The algorithm combines aspects of incremental gradient method with that of coordinate descent. In contrast to earlier algorithms of this kind, our algorithm is lock-free and does not require synchronization of access to the shared memory. We prove convergence of the algorithm under asynchronous operation and provide explicit bounds on how the solution times depend on the degree of asynchrony. Numerical experiments confirm our theoretical results.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2017.
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-223858DOI: 10.1109/CDC.2017.8263981ISI: 000424696902033Scopus ID: 2-s2.0-85046302816ISBN: 978-1-5090-2873-3 OAI: oai:DiVA.org:kth-223858DiVA, id: diva2:1187879
Conference
IEEE 56th Annual Conference on Decision and Control (CDC), DEC 12-15, 2017, Melbourne, AUSTRALIA
Funder
Swedish Research CouncilKnut and Alice Wallenberg Foundation
Note

QC 20180306

Available from: 2018-03-06 Created: 2018-03-06 Last updated: 2018-06-01Bibliographically approved

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Mai, Vien V.Johansson, Mikael

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Output format
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