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arXiv 1508.04096math.OC
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分布式SDDM求解器:理论与应用

Distributed SDDM Solvers: Theory & Applications

Rasul Tutunov, Haitham Bou-Ammar, Ali Jadbabaie

摘要:

本文在Spielman和Peng的并行求解器的基础上,提出了对称对角占优M-矩阵所给出的线性方程组的分布式求解器。我们提出了两个版本的求解器,其中在第一个,在网络中的充分的通信是必需的,而在第二个通信仅限于R-Hop的邻居节点之间的一些$R \geq 1$。我们严格分析了我们的求解器的收敛性和收敛速度,表明我们的方法能够超越最先进的技术。开发了这样的求解器,我们提出了一个精确的分布式牛顿法网络流优化。利用稀疏模式的对偶Hessian,我们提出了一个牛顿法的网络流优化,这是更快,更准确的比国家的最先进的技术。我们的方法利用分布式SDDM求解器确定牛顿方向的任意精度$ε>0$。我们分析了我们的算法的性质,并显示超线性收敛的最佳邻域内。最后,在随机生成的和杠铃网络进行的一组实验中,我们证明了我们的方法是能够显着优于国家的最先进的技术。

英文摘要:

In this paper, we propose distributed solvers for systems of linear equations given by symmetric diagonally dominant M-matrices based on the parallel solver of Spielman and Peng. We propose two versions of the solvers, where in the first, full communication in the network is required, while in the second communication is restricted to the R-Hop neighborhood between nodes for some $R \geq 1$. We rigorously analyze the convergence and convergence rates of our solvers, showing that our methods are capable of outperforming state-of-the-art techniques. Having developed such solvers, we then contribute by proposing an accurate distributed Newton method for network flow optimization. Exploiting the sparsity pattern of the dual Hessian, we propose a Newton method for network flow optimization that is both faster and more accurate than state-of-the-art techniques. Our method utilizes the distributed SDDM solvers for determining the Newton direction up to any arbitrary precision $ε>0$. We analyze the properties of our algorithm and show superlinear convergence within a neighborhood of the optimal. Finally, in a set of experiments conducted on randomly generated and barbell networks, we demonstrate that our approach is capable of significantly outperforming state-of-the-art techniques.

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。

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