Distributed Optimization Over Dependent Random Networks

DOI10.1109/TAC.2022.3216970MaRDI QIDQ6093203zbMATH OpenOpenAlexFDO

Authors A. Aghajan, Behrouz Touri

Publication date 6 October 2023

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

Full work available at URL https://arxiv.org/abs/2010.01956

zbMATH Keywords

convex optimizationdirected graphdistributed optimizationrandom networksspanning tree

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation for a broad class of dependent weight-matrix sequences. In addition to implying many of the previously known results on this domain, our work shows the robustness of distributed optimization results to link-failure. Also, it provides a new tool for synthesizing distributed optimization algorithms. {To prove our main theorem, we establish new results on the rate of convergence analysis of averaging dynamics over (dependent) random networks. These secondary results, along with the required martingale-type results to establish them, might be of interest to broader research endeavors in distributed computation over random networks.

Cited in

(8)

• Distributed stochastic algorithm for global optimization in networked system
• Distributed resource allocation over random networks based on stochastic approximation
• ADVANCES IN DISTRIBUTED OPTIMIZATION USING PROBABILITY COLLECTIVES
• scientific article; zbMATH DE number 5283386 (Why is no real title available?)
• Distributed Inference Over Directed Networks: Performance Limits and Optimal Design
• Distributed Multiagent Convex Optimization Over Random Digraphs
• Distributed learning for random vector functional-link networks
• Almost sure convergence of distributed optimization with imperfect information sharing

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