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Two Timescale EXTRA for Smooth Non-convex Distributed Optimization Problems

Two Timescale EXTRA for Smooth Non-convex Distributed Optimization Problems

Distributed non-convex optimization over multi-agent networks is a growing area of interest. In this paper, we propose a decentralized algorithm called Two Time Scale EXTRA (TT-EXTRA), which can be considered as a modified version of the well-known EXTRA algorithm. EXTRA is very general and is closely related to gradient tracking-based …