Asynchronous level bundle methods

Abstract : In this paper, we consider nonsmooth convex optimization problems with additive structure featuring independent oracles (black-boxes) working in parallel. Existing methods for solving these distributed problems in a general form are synchronous, in the sense that they wait for the responses of all the oracles before performing a new iteration. In this paper, we propose level bundle methods handling asynchronous oracles. These methods require original upper-bounds (using upper-models or scarce coordinations) to deal with asynchronicity. We prove their convergence using variational-analysis techniques and illustrate their practical performance on a Lagrangian decomposition problem.
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https://hal.archives-ouvertes.fr/hal-02182996
Contributor : Welington de Oliveira <>
Submitted on : Sunday, July 14, 2019 - 3:40:44 PM
Last modification on : Tuesday, July 16, 2019 - 2:13:22 PM

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Franck Iutzeler, Jérôme Malick, Welington de Oliveira. Asynchronous level bundle methods. Mathematical Programming, Springer Verlag, In press, ⟨10.1007/s10107-019-01414-y⟩. ⟨hal-02182996⟩

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