arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1312.0263math.OC
收藏

分布式Optimization的通信有效算法

Communication-Efficient Algorithms For Distributed Optimization

João F. C. Mota

摘要:

本论文是关于求解最优化问题的分布式算法的设计。我们考虑的网络中,每个节点都有独家访问的成本函数,并设计算法,使所有节点合作,以找到最小的总和的所有费用函数。信号处理、控制和机器学习中的一些问题可以被称为这样的最优化问题。鉴于通信通常是网络中最耗能的操作,设计高效的通信算法非常重要。本论文的主要贡献是提出了一个分布式优化的分类方案和一组相应的通信有效算法。我们考虑的这类最优化问题是相当普遍的,因为每个函数可能依赖于优化变量的任意分量,而不一定依赖于所有分量。在这样做的过程中,我们超越了分布式优化中的常见假设,并创建了可用于减少通信次数的额外结构。这种结构被我们的分类方案所捕获,它识别问题的更简单的实例,例如标准的分布式最优化问题,其中所有函数都依赖于变量的所有分量。在我们的算法中,没有中心节点协调网络,所有的通信都发生在相邻节点之间,与每个节点相关的数据都在本地处理。我们展示了几个应用程序,包括平均共识,支持向量机,网络流,和几个分布式压缩感知的情况。我们还提出了一个新的分布式模型预测控制框架。通过大量的数值实验,我们表明,我们的算法优于以前的分布式算法的通信效率,甚至一些专门为特定的应用程序设计。

英文摘要:

This thesis is concerned with the design of distributed algorithms for solving optimization problems. We consider networks where each node has exclusive access to a cost function, and design algorithms that make all nodes cooperate to find the minimum of the sum of all the cost functions. Several problems in signal processing, control, and machine learning can be posed as such optimization problems. Given that communication is often the most energy-consuming operation in networks, it is important to design communication-efficient algorithms. The main contributions of this thesis are a classification scheme for distributed optimization and a set of corresponding communication-efficient algorithms. The class of optimization problems we consider is quite general, since each function may depend on arbitrary components of the optimization variable, and not necessarily on all of them. In doing so, we go beyond the common assumption in distributed optimization and create additional structure that can be used to reduce the number of communications. This structure is captured by our classification scheme, which identifies easier instances of the problem, for example the standard distributed optimization problem, where all functions depend on all the components of the variable. In our algorithms, no central node coordinates the network, all the communications occur between neighboring nodes, and the data associated with each node is processed locally. We show several applications including average consensus, support vector machines, network flows, and several distributed scenarios for compressed sensing. We also propose a new framework for distributed model predictive control. Through extensive numerical experiments, we show that our algorithms outperform prior distributed algorithms in terms of communication-efficiency, even some that were specifically designed for a particular application.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑