Quantization Design for Distributed Optimization

DOI10.1109/TAC.2016.2600597MaRDI QIDQ5280398zbMATH OpenOpenAlexFDO

Authors Ye Pu, Melanie N. Zeilinger, Colin N. Jones

Publication date 27 July 2017

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

Full work available at URL https://arxiv.org/abs/1504.02317

Mathematics Subject Classification ID

Distributed algorithms (68W15) Convex programming (90C25)

Abstract: We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a limited data-rate. A common technique to address the latter limitation is to apply quantization to the exchanged information. We propose two distributed optimization algorithms with an iteratively refining quantization design based on the inexact proximal gradient method and its accelerated variant. We show that if the parameters of the quantizers, i.e. the number of bits and the initial quantization intervals, satisfy certain conditions, then the quantization error is bounded by a linearly decreasing function and the convergence of the distributed algorithms is guaranteed. Furthermore, we prove that after imposing the quantization scheme, the distributed algorithms still exhibit a linear convergence rate, and show complexity upper-bounds on the number of iterations to achieve a given accuracy. Finally, we demonstrate the performance of the proposed algorithms and the theoretical findings for solving a distributed optimal control problem.

Cited in

(13)

• Quantization for distributed estimation using neural networks
• Multi-agent control: a graph-theoretic perspective
• Variational Bayesian inference for the identification of FIR systems via quantized output data
• Optimal Identical Binary Quantizer Design for Distributed Estimation
• Distributed aggregative optimization with quantized communication
• A second-order accelerated neurodynamic approach for distributed convex optimization
• Decentralized online convex optimization with compressed communications
• DIMIX: Diminishing Mixing for Sloppy Agents
• Distributed constrained optimization with periodic dynamic quantization
• Distributed constrained online convex optimization with adaptive quantization
• Momentum-based accelerated algorithm for distributed optimization under sector-bound nonlinearity
• Communication-efficient ADMM using quantization-aware Gaussian process regression
• On model-free learning over rate-limited channels: the linear quadratic regulator case

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