FROST—Fast row-stochastic optimization with uncoordinated step-sizes.

Xin, Ran.
Xi, Chenguang.
Khan, Usman A..

Abstract: In this paper, we discuss distributed optimization over directed graphs, where doubly stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes column-stochastic weights. The formulation of column-stochastic weights requires each agent to know (at least) its out-degree, which may be impractical in, for exa... read more

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