Subgradient-Push Is of the Optimal Convergence Rate

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Abstract: The push-sum based subgradient is an important method for distributed convex optimization over unbalanced directed graphs, which is known to converge at a rate of O(lnt/sqrtt). This paper shows that the push-subgradient algorithm actually converges at a rate of O(1/sqrtt), which is the same as that of the single-agent subgradient and thus optimal. The proposed tool for analyzing push-sum based algorithms is of independent interest.












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