Asynchronous Gossip-Based Random Projection Algorithms Over Networks

DOI10.1109/TAC.2015.2460051MaRDI QIDQ2980601zbMATH OpenFDO

Authors Soomin Lee, Angelia Nedić

Publication date 3 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.1757

Mathematics Subject Classification ID

Network design and communication in computer systems (68M10) Distributed systems (68M14) Randomized algorithms (68W20) Approximation algorithms (68W25)

Abstract: We consider a fully distributed constrained convex optimization problem over a multi-agent (no central coordinator) network. We propose an asynchronous gossip-based random projection (GRP) algorithm that solves the distributed problem using only local communications and computations. We analyze the convergence properties of the algorithm for an uncoordinated diminishing stepsize and a constant stepsize. For a diminishing stepsize, we prove that the iterates of all agents converge to the same optimal point with probability 1. For a constant stepsize, we establish an error bound on the expected distance from the iterates of the algorithm to the optimal point. We also provide simulation results on a distributed robust model predictive control problem.

Cited in

(12)

• Asynchronous gossip-based gradient-free method for multiagent optimization
• Distributed optimization over directed graphs with row stochasticity and constraint regularity
• Distributed constrained stochastic subgradient algorithms based on random projection and asynchronous broadcast over networks
• Distributed stochastic gradient tracking methods
• Multi-agent control: a graph-theoretic perspective
• Multi-cluster distributed optimization via random sleep strategy
• Distributed Nash equilibrium seeking: a gossip-based algorithm
• Networked parallel algorithms for robust convex optimization via the scenario approach
• Random Node-Asynchronous Updates on Graphs
• Distributed optimization over weight-balanced digraphs with event-triggered communication
• Broadcast-based asynchronous convex optimization using quantized distributed stochastic mirror descent algorithm
• Gossip-based distributed hierarchical algorithm for multi-cluster constrained optimisation

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