Distributed approximate Newton algorithms and weight design for constrained optimization
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Publication:2280935
Abstract: Motivated by economic dispatch and linearly-constrained resource allocation problems, this paper proposes a class of novel Distributed-Approx Newton algorithms that approximate the standard Newton optimization method. We first develop the notion of an optimal edge weighting for the communication graph over which agents implement the second-order algorithm, and propose a convex approximation for the nonconvex weight design problem. We next build on the optimal weight design to develop a discrete Distributed Approx-Newton algorithm which converges linearly to the optimal solution for economic dispatch problems with unknown cost functions and relaxed local box constraints. For the full box-constrained problem, we develop a continuous Distributed Approx-Newton algorithm which is inspired by first-order saddle-point methods and rigorously prove its convergence to the primal and dual optimizers. A main property of each of these distributed algorithms is that they only require agents to exchange constant-size communication messages, which lends itself to scalable implementations. Simulations demonstrate that the Distributed Approx-Newton algorithms with our weight design have superior convergence properties compared to existing weighting strategies for first-order saddle-point and gradient descent methods.
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- scientific article; zbMATH DE number 1226426 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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- Convergence analysis of first-order discrete multi-agent systems with cooperative-competitive mechanisms
- Distributed Newton methods for strictly convex consensus optimization problems in multi-agent networks
- Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach
- Complex group consensus of multi-agent systems with cooperative-competitive mechanisms: acyclic partition method
- Distributed Weight Selection in Consensus Protocols by Schatten Norm Minimization
- Distributed Adaptive Optimization With Weight-Balancing
- Consensus of general linear multi-agent systems based on second-order neighbours' information: directed topology case
- Distributed Newton Methods for Deep Neural Networks
- Newton-like method with diagonal correction for distributed optimization
- Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints
- Distributed strategy for constrained resource allocation problems of autonomous second-order nonlinear agents and its application to smart grids
- Group consensus for multi-agent systems based on acyclic partition and generational partition under DoS attack
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