A Distributed Cubic-Regularized Newton Method for Smooth Convex Optimization over Networks

07/07/2020

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by   César A. Uribe, et al.

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10

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We propose a distributed, cubic-regularized Newton method for large-scale convex optimization over networks. The proposed method requires only local computations and communications and is suitable for federated learning applications over arbitrary network topologies. We show a O(k^-3) convergence rate when the cost function is convex with Lipschitz gradient and Hessian, with k being the number of iterations. We further provide network-dependent bounds for the communication required in each step of the algorithm. We provide numerical experiments that validate our theoretical results.