Prox-PDA: The Proximal Primal-Dual Algorithm for Fast Distributed Nonconvex Optimization and Learning Over Networks

Mingyi Hong, Davood Hajinezhad, Ming-Min Zhao

Abstract: In this paper we consider nonconvex optimization and learning over a network of distributed nodes. We develop a Proximal Primal-Dual Algorithm (Prox-PDA), which enables the network nodes to distrib...