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Certified Residual Quasi-Newton Methods for Distributed Variational Inequalities

Obzherin, Ewsey R. et al.
arXiv (All) · Papers
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optimization-and-control
Second-order methods for smooth monotone variational inequalities reach the optimal rate $O(T^{-3/2})$, but a distributed exact Jacobian costs $d$ times more communication than an operator value. We show that similarity does part of the work for free: if the server's Jacobian differs from the global
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