arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1706.02599math.OC
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分布式非凸优化的局部化与逼近

Localization and Approximations for Distributed Non-convex Optimization

Hsu Kao, Vijay Subramanian

摘要:

分布式优化在通信网络、传感器网络、信号处理、机器学习和人工智能中有许多应用。分布式凸优化方法得到了广泛的研究,而非凸目标的方法还没有得到很好的理解。任意交互图上的第一个非凸分布式优化框架之一由Di Lorenzo和Scutari提出[IEEE Trans. on Signal and Information Processing over Network,2(2016),pp. 120-136],其迭代地应用局部最优化与凸近似和局部平均的组合。我们从两个方面推广了已有的结果。当决策变量是可分离的,使得目标之间存在部分依赖关系时,我们降低了算法的通信复杂度,使得节点只保存和通信局部变量,而不是整个变量向量。此外,我们放宽了假设,目标的梯度是有界的和Lipschitz的逐次逼近。开发的方法,然后我们讨论了许多方法来应用我们的算法框架,在多蜂窝网络中的资源分配问题,其中两个概括是有用的和实用的。仿真结果表明,我们的资源分配算法的优越性天真的单细胞方法,此外,我们的近似框架导致算法,数值上更稳定。

英文摘要:

Distributed optimization has many applications, in communication networks, sensor networks, signal processing, machine learning, and artificial intelligence. Methods for distributed convex optimization are widely investigated, while those for non-convex objectives are not well understood. One of the first non-convex distributed optimization frameworks over an arbitrary interaction graph was proposed by Di Lorenzo and Scutari [IEEE Trans. on Signal and Information Processing over Network, 2 (2016), pp. 120-136], which iteratively applies a combination of local optimization with convex approximations and local averaging. We generalize the existing results in two ways. In the case when the decision variables are separable such that there is partial dependency in the objectives, we reduce the communication complexity of the algorithm so that nodes only keep and communicate local variables instead of the whole vector of variables. In addition, we relax the assumption that the objectives' gradients are bounded and Lipschitz by means of successive proximal approximations. Having developed the methodology, we then discuss many ways to apply our algorithmic framework to resource allocation problems in multi-cellular networks, where the two generalizations are found useful and practical. Simulation results show the superiority of our resource allocation algorithms over naive single cell methods, and furthermore, our approximation framework lead to algorithms that are numerically more stable.

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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