A linear algorithm for optimization over directed graphs with geometric convergence
From MaRDI portal
Abstract: In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are based on push-sum (type) techniques, which use an independent algorithm to asymptotically learn either the left or right eigenvector of the underlying weight matrices. This strategy causes additional computation, communication, and nonlinearity in the algorithm. In contrast, we propose a linear algorithm based on an inexact gradient method and a gradient estimation technique. Under the assumptions that each local function is strongly-convex with Lipschitz-continuous gradients, we show that the proposed algorithm geometrically converges to the global minimizer with a sufficiently small step-size. We present simulations to illustrate the theoretical findings.
This page was built for publication: A linear algorithm for optimization over directed graphs with geometric convergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6298700)
