Decentralized Optimization for Graph-Structured Nonlinear Programs
Analysis
Key Takeaways
- •Proposes MP-Jacobi, a decentralized framework for graph-structured nonlinear programs.
- •Combines message passing and Jacobi block updates for parallel updates and single-hop communication.
- •Provides convergence guarantees and explicit rates for strongly convex objectives.
- •Develops surrogate methods to reduce computational complexity.
- •Extends the method to hypergraphs.
“MP-Jacobi couples min-sum message passing with Jacobi block updates, enabling parallel updates and single-hop communication.”