“…(1.1) in a distributed manner, where f j : R n → R is smooth and convex, and g : R n → R is proximable. Problems of the form (1.1) arise in many contexts, including machine learning [1,32,30,17], statistics [14], phase retrieval [9,2,6], geophysics [11,7], and image processing [26,13]. These problems often contain many samples, i.e., N is often very large, making the optimization computationally challenging.…”