BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Nataša Krklec Jerinkic (University of Novi Sad\, Serbia) DTSTART:20210727T140000Z DTEND:20210727T150000Z DTSTAMP:20260423T035419Z UID:SNAP/8 DESCRIPTION:Title: EFI X: Exact Fixed Point Methods for Distributed Optimization\nby Nataša Krklec Jerinkic (University of Novi Sad\, Serbia) as part of Seminars on N umerics and Applications\n\n\nAbstract\nWe consider strongly convex distri buted consensus optimization over connected networks. EFIX\, the proposed method\, is derived using quadratic penalty approach. In more detail\, we use the standard reformulation − transforming the original problem into a constrained problem in a higher dimensional space − to define a sequen ce of suitable quadratic penalty subproblems with increasing penalty param eters. For quadratic objectives\, the corresponding sequence consists of q uadratic penalty subproblems. For the generic strongly convex case\, the o bjective function is approximated with a quadratic model and hence the seq uence of the resulting penalty subproblems is again quadratic. EFIX is the n derived by solving each of the quadratic penalty subproblems via a fixed point (R)-linear solver\, e.g.\, Jacobi Over-Relaxation method. The exact convergence is proved as well as the worst case complexity of order for t he quadratic case. In the case of strongly convex generic functions\, the standard result for penalty methods is obtained. Numerical results indicat e that the method is highly competitive with state-of-the-art exact first order methods\, requires smaller computational and communication effort\, and is robust to the choice of algorithm parameters.\n LOCATION:https://researchseminars.org/talk/SNAP/8/ END:VEVENT END:VCALENDAR