DISTRIBUTED ACCELERATED PROJECTION-BASED CONSENSUS DECOMPOSITION

Abstract

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using distinctive optimization algorithms, iterative methods, or heuristics. A new variant of the Accelerated Projection-Based Consensus (APC) iterative method is proposed, which is faster than its classical version while handling large sparse matrices in distributed settings. The algorithm is proposed, and its description and implementation in a high-level programming language are presented. Convergence tests measuring acceleration factors based on real-world datasets are done, and their results are promising. The results of this research can be used as an alternative to solving numerical optimization problems.