2 papers
math.OC2024
Optimal Shrinkage for Distributed Second-Order Optimization
Fangzhao Zhang, Mert Pilanci
In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent…
math.OC2022
Implementation of an Oracle-Structured Bundle Method for Distributed Optimization
Tetiana Parshakova, Fangzhao Zhang, Stephen Boyd
We consider the problem of minimizing a function that is a sum of convex agent functions plus a convex common public function that couples them. The agent functions can only be acc…