In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have Lipschitz continuous gradients. The proposed method requires half the amount of variable exchanges per iteration than methods based on DIGing, and yields improved practical performance as empirically demonstrated.
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Maros et al. (2018) studied this question.
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