Distributed Optimization Over Time-Varying Graphs With Imperfect Sharing of Information

DOI10.1109/TAC.2022.3207866MaRDI QIDQ6080247zbMATH OpenOpenAlexFDO

Authors Behrouz Touri, S. Mohajer

Publication date 2 October 2023

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

Full work available at URL https://arxiv.org/abs/2106.08469

zbMATH Keywords

convex optimizationdistributed multiagent systemdistributed optimizationgradient descent algorithmstime-varying graphs

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent algorithm for a broad class of lossy sharing of information over time-varying graphs. One time-scale fades out the (lossy) incoming information from neighboring agents, and one time-scale regulates the local loss functions' gradients. For strongly convex loss functions, with a proper choice of step-sizes, we show that the agents' estimates converge to the global optimal state at a rate of $O(T^{-1/2})$. Another important contribution of this work is to provide novel tools to deal with diminishing average weights over time-varying graphs.

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Cited in

(10)

• Penalty-based method for decentralized optimization over time-varying graphs
• Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
• DIMIX: Diminishing Mixing for Sloppy Agents
• A Unified Framework for Continuous-Time Unconstrained Distributed Optimization
• Distributed optimization for economic dispatch with acceleration and privacy preservation over unbalanced directed networks
• Distributed cooperative optimization control for nonlinear multi-agent systems with event-triggered communication
• Stochastic approximation in unbalanced time-varying networks for robust distributed coordinated control
• Almost sure convergence of distributed optimization with imperfect information sharing
• Broadcast-based asynchronous convex optimization using quantized distributed stochastic mirror descent algorithm
• Efficient gradient tracking algorithms for distributed optimization problems with inexact communication

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