Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Incremental Gradient Method for Large-scale Distributed Nonlinearly
  Constrained Optimization   Motivated by applications arising from sensor networks and machine learning,
we consider the problem of minimizing a finite sum of nondifferentiable convex
functions where each component function is associated with an agent and a
hard-to-project constraint set. Among well-known avenues to address finite sum
problems is the class of incremental gradient (IG) methods where a single
component function is selected at each iteration in a cyclic or randomized
manner. When the problem is constrained, the existing IG schemes (including
projected IG, proximal IAG, and SAGA) require a projection step onto the
feasible set at each iteration. Consequently, the performance of these schemes
is afflicted with costly projections when the problem includes: (1) nonlinear
constraints, or (2) a large number of linear constraints. Our focus in this
paper lies in addressing both of these challenges. We develop an algorithm
called averaged iteratively regularized incremental gradient (aIR-IG) that does
not involve any hard-to-project computation. Under mild assumptions, we derive
non-asymptotic rates of convergence for both suboptimality and infeasibility
metrics. Numerically, we show that the proposed scheme outperforms the standard
projected IG methods on distributed soft-margin support vector machine
problems.

3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
20
The categories of this paper are: acc-phys
15
The categories of this paper are: nucl-ex
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
5
The categories of this paper are: gr-qc
19
The categories of this paper are: eess
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
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The categories of this paper are: hep-ph
28
The categories of this paper are: alg-geom
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The categories of this paper are: q-fin
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The categories of this paper are: cond-mat
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The categories of this paper are: bayes-an
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The categories of this paper are: comp-gas