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• W2950470211 abstract "We analyze the performance of the alternating direction method of multipliers (ADMM) to track, in a decentralized manner, a solution of a stochastic sequence of optimization problems parametrized by a discrete time Markov process. The main advantage of considering a stochastic model is that we allow the objective functions to occasionally lose strong convexity and/or Lipschitz continuity of their gradients. Due to the stochastic nature of our model, the tracking statement is given in a mean square deviation error." @default.
• W2950470211 created "2019-06-27" @default.
• W2950470211 creator A5043519946 @default.
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• W2950470211 date "2019-03-15" @default.
• W2950470211 modified "2023-09-26" @default.
• W2950470211 title "On Decentralized Tracking with ADMM for Problems with Time-Varying Curvature" @default.
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