A New Randomized Block-Coordinate Primal-Dual Proximal Algorithm for Distributed Optimization

Puya Latafat, Nikolaos M. Freris, Panagiotis Patrinos

This paper proposes TriPD, a new primal-dual algorithm for minimizing the sum of a Lipschitz-differentiable convex function and two possibly nonsmooth convex functions, one of whic…