NESTT: A Nonconvex Primal-Dual Splitting Method for Distributed and Stochastic Optimization

Davood Hajinezhad, Mingyi Hong, Tuo Zhao +1

We study a stochastic and distributed algorithm for nonconvex problems whose objective consists of a sum of $N$ nonconvex $L_i/N$-smooth functions, plus a nonsmooth regularizer. Th…