Quantized Primal-Dual Algorithms for Network Optimization With Linear Convergence

被引:0
|
作者
Chen, Ziqin [1 ]
Liang, Shu [1 ]
Li, Li [1 ]
Cheng, Shuming [1 ]
机构
[1] Tongji Univ, Dept Control Sci & Engn, Shanghai 201210, Peoples R China
关键词
Convergence; Quantization (signal); Bandwidth; Artificial neural networks; Estimation; Convex functions; Prediction algorithms; Distributed convex optimization; linear convergence rate; primal-dual algorithm; quantized communication; CONSENSUS;
D O I
10.1109/TAC.2023.3266018
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This note investigates a network optimization problem in which a group of agents cooperate to minimize a global function under the practical constraint of finite-bandwidth communication. We propose an adaptive encoding-decoding scheme to handle the quantization communication between agents. Based on this scheme, we develop a continuous-time quantized distributed primal-dual algorithm for the network optimization problem. Our algorithm achieves linear convergence to an exact optimal solution. Furthermore, we obtain the relationship between the communication bandwidth and the convergence rate. Finally, we use a distributed logistic regression problem to illustrate the effectiveness of our methods.
引用
收藏
页码:471 / 478
页数:8
相关论文
共 50 条
  • [21] PRIMAL-DUAL ENTROPY-BASED INTERIOR-POINT ALGORITHMS FOR LINEAR OPTIMIZATION
    Karimi, Mehdi
    Luo, Shen
    Tuncel, Levent
    RAIRO-OPERATIONS RESEARCH, 2017, 51 (02) : 299 - 328
  • [22] ON THE LINEAR CONVERGENCE OF THE GENERAL FIRST ORDER PRIMAL-DUAL ALGORITHM
    Wang, Kai
    Han, Deren
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021, 18 (05) : 3749 - 3770
  • [23] Local linear convergence analysis of Primal-Dual splitting methods
    Liang, Jingwei
    Fadili, Jalal
    Peyre, Gabriel
    OPTIMIZATION, 2018, 67 (06) : 821 - 853
  • [24] Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
    Gould, NIM
    Orban, D
    Sartenaer, A
    Toint, PL
    SIAM JOURNAL ON OPTIMIZATION, 2001, 11 (04) : 974 - 1002
  • [25] Primal-dual target-following algorithms for linear programming
    Jansen, B
    Roos, C
    Terlaky, T
    Vial, JP
    ANNALS OF OPERATIONS RESEARCH, 1996, 62 : 197 - 231
  • [26] Polynomial convergence of a new family of primal-dual algorithms for semidefinite programming
    Monteiro, RDC
    Tsuchiya, T
    SIAM JOURNAL ON OPTIMIZATION, 1999, 9 (03) : 551 - 577
  • [27] Event-triggered primal-dual design with linear convergence for distributed nonstrongly convex optimization
    Yu, Xin
    Fan, Yuan
    Cheng, Songsong
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2023, 360 (18): : 14940 - 14953
  • [28] QUADRATIC CONVERGENCE IN A PRIMAL-DUAL METHOD
    MEHROTRA, S
    MATHEMATICS OF OPERATIONS RESEARCH, 1993, 18 (03) : 741 - 751
  • [29] Resilient Primal-Dual Optimization Algorithms for Distributed Resource Allocation
    Turan, Berkay
    Uribe, Cesar A.
    Wai, Hoi-To
    Alizadeh, Mahnoosh
    IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, 2021, 8 (01): : 282 - 294
  • [30] A Primal-Dual Convergence Analysis of Boosting
    Telgarsky, Matus
    JOURNAL OF MACHINE LEARNING RESEARCH, 2012, 13 : 561 - 606