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
  • [31] Primal-Dual Algorithms for Convex Optimization via Regret Minimization
    Nam Ho-Nguyen
    Kilinc-Karzan, Fatma
    [J]. IEEE CONTROL SYSTEMS LETTERS, 2018, 2 (02): : 284 - 289
  • [32] Convergence and polynomiality of primal-dual interior-point algorithms for linear programming with selective addition of inequalities
    Engau, Alexander
    Anjos, Miguel F.
    [J]. OPTIMIZATION, 2017, 66 (12) : 2063 - 2086
  • [33] Primal-Dual Optimization for Fluids
    Inglis, T.
    Eckert, M. -L.
    Gregson, J.
    Thuerey, N.
    [J]. COMPUTER GRAPHICS FORUM, 2017, 36 (08) : 354 - 368
  • [34] A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization
    Bai, YQ
    El Ghami, M
    Roos, C
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2004, 15 (01) : 101 - 128
  • [35] Local Linear Convergence of a Primal-Dual Algorithm for the Augmented Convex Models
    Sun, Tao
    Barrio, Roberto
    Jiang, Hao
    Cheng, Lizhi
    [J]. JOURNAL OF SCIENTIFIC COMPUTING, 2016, 69 (03) : 1301 - 1315
  • [36] A NOTE ON THE LINEAR CONVERGENCE OF GENERALIZED PRIMAL-DUAL HYBRID GRADIENT METHODS
    Wang, Kai
    Wang, Qun
    [J]. PACIFIC JOURNAL OF OPTIMIZATION, 2023, 19 (04): : 551 - 567
  • [37] Local Linear Convergence of a Primal-Dual Algorithm for the Augmented Convex Models
    Tao Sun
    Roberto Barrio
    Hao Jiang
    Lizhi Cheng
    [J]. Journal of Scientific Computing, 2016, 69 : 1301 - 1315
  • [38] On the convergence of an inexact primal-dual interior point method for linear programming
    Baryamureeba, V
    Steihaug, T
    [J]. LARGE-SCALE SCIENTIFIC COMPUTING, 2006, 3743 : 629 - 637
  • [39] On the primal-dual geometry of level sets in linear and conic optimization
    Freund, RM
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2003, 13 (04) : 1004 - 1013
  • [40] Nonlinear Acceleration of Primal-Dual Algorithms
    Bollapragada, Raghu
    Scieur, Damien
    d'Aspremont, Alexandre
    [J]. 22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019, 89 : 739 - 747