학술논문

A Geometrically Converging Dual Method for Distributed Optimization Over Time-Varying Graphs
Document Type
Periodical
Source
IEEE Transactions on Automatic Control IEEE Trans. Automat. Contr. Automatic Control, IEEE Transactions on. 66(6):2465-2479 Jun, 2021
Subject
Signal Processing and Analysis
Optimization
Convergence
Linear programming
Convex functions
Symmetric matrices
Europe
Information science
Convex optimization
distributed optimization
time-varying networks
Language
ISSN
0018-9286
1558-2523
2334-3303
Abstract
In this article, we consider a distributed convex optimization problem over time-varying undirected networks. We propose a dual method, primarily averaged network dual ascent (PANDA), that is proven to converge R-linearly to the optimal point given that the agents’ objective functions are strongly convex and have Lipschitz continuous gradients. Like dual decomposition, PANDA requires half the amount of variable exchanges per iterate of methods based on DIGing, and can provide with practical improved performance as empirically demonstrated.