论文标题

AB/推pull方法,用于随着时变的有向网络中的分布式优化

AB/Push-Pull Method for Distributed Optimization in Time-Varying Directed Networks

论文作者

Nedich, Angelia, Nguyen, Duong Thuy Anh, Nguyen, Duong Tung

论文摘要

在本文中,我们研究了嵌入时间变化的定向通信网络的代理系统的分布式优化问题。每个代理都有其自身的成本功能,并且代理人合作,以确定最大程度地减少所有个人成本功能的总和的全球决策。我们考虑所谓的基于推动力梯度的算法(称为AB/PUSH-PULL),该算法同时使用行和柱状权重来跟踪最佳决策和全球成本的梯度,同时确保共识和最佳性。我们表明,当代理的成本函数平滑且强烈凸出时,该算法在随时间变化的有向网络上线性收敛到最佳解决方案,以实现恒定步骤。该方法的线性收敛已在Saadatniaki等人中显示。 (2020),其中行和柱状混合矩阵的多步共识收缩参数与基础图结构没有直接相关,并且未提供STEPISE值的显式范围。关于Saadatniaki等。 (2020年),这项工作的新颖性是双重的:(1)我们建立了与图直径和其他图形属性明确给出的收缩参数的行和柱状混合矩阵的一步共识收缩; (2)我们根据成本函数的属性,混合矩阵和图形连接结构为步长值提供明确的上限。

In this paper, we study the distributed optimization problem for a system of agents embedded in time-varying directed communication networks. Each agent has its own cost function and agents cooperate to determine the global decision that minimizes the summation of all individual cost functions. We consider the so-called push-pull gradient-based algorithm (termed as AB/Push-Pull) which employs both row- and column-stochastic weights simultaneously to track the optimal decision and the gradient of the global cost while ensuring consensus and optimality. We show that the algorithm converges linearly to the optimal solution over a time-varying directed network for a constant stepsize when the agent's cost function is smooth and strongly convex. The linear convergence of the method has been shown in Saadatniaki et al. (2020), where the multi-step consensus contraction parameters for row- and column-stochastic mixing matrices are not directly related to the underlying graph structure, and the explicit range for the stepsize value is not provided. With respect to Saadatniaki et al. (2020), the novelty of this work is twofold: (1) we establish the one-step consensus contraction for both row- and column-stochastic mixing matrices with the contraction parameters given explicitly in terms of the graph diameter and other graph properties; and (2) we provide explicit upper bounds for the stepsize value in terms of the properties of the cost functions, the mixing matrices, and the graph connectivity structure.

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