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Distributed Optimiz...
Distributed Optimization with Gradient Descent and Quantized Communication
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- Rikos, Apostolos (författare)
- KTH,Reglerteknik,Digital Futures
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- Jiang, Wei (författare)
- Department of Electrical Engineering and Automation, School of Electrical Engineering, Aalto University, Espoo, Finland
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- Charalambous, Themistoklis (författare)
- Department of Electrical and Computer Engineering, School of Engineering, University of Cyprus, Nicosia, Cyprus
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- Johansson, Karl H., 1967- (författare)
- KTH,Reglerteknik,Digital Futures
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(creator_code:org_t)
- Elsevier BV, 2023
- 2023
- Engelska.
- Relaterad länk:
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https://doi.org/10.1...
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors. Additionally, in our problem, the communication channels among the nodes have limited bandwidth. In order to alleviate this limitation, quantized messages should be exchanged among the nodes. For solving this distributed optimization problem, we combine a gradient descent method with a distributed quantized consensus algorithm (which requires the nodes to exchange quantized messages and converges in a finite number of steps). Specifically, at every optimization step, each node (i) performs a gradient descent step (i.e., subtracts the scaled gradient from its current estimate), and (ii) performs a finite-time calculation of the quantized average of every node's estimate in the network. As a consequence, this algorithm approximately mimics the centralized gradient descent algorithm. We show that our algorithm asymptotically converges to a neighborhood of the optimal solution with linear convergence rate. The performance of the proposed algorithm is demonstrated via simple illustrative examples.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- directed graphs
- Distributed optimization
- finite-time consensus
- quantized communication
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)