Rate of Convergence for Distributed Optimization with Uncertain Communications

arXiv2003.10342MaRDI QIDQ6337261FDOQ6337261

Bahman Gharesifard, Pouya Rezaeinia

Publication date: 23 March 2020

Abstract: We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work [15], where a modified version of the subgradient-push algorithm is shown to be almost surely convergent to an optimizer on sequences of random directed graphs, we find an upper bound of the order of $simO(frac1sqrtt)$ on the convergence rate of our proposed algorithm, establishing the first convergence bound in such random settings.

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