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math.OC2021
A Fast Row-Stochastic Decentralized Method for Distributed Optimization Over Directed Graphs
Diyako Ghaderyan, Necdet Serhat Aybat, A. Pedro Aguiar +1
In this paper, we introduce a fast row-stochastic decentralized algorithm, referred to as FRSD, to solve consensus optimization problems over directed communication graphs. The pro…
math.OC2021★ 2 cited
Robust Accelerated Primal-Dual Methods for Computing Saddle Points
Xuan Zhang, Necdet Serhat Aybat, Mert Gürbüzbalaban
We consider strongly-convex-strongly-concave saddle point problems assuming we have access to unbiased stochastic estimates of the gradients. We propose a stochastic accelerated pr…