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arXiv 1803.02503math.OC
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有向图上optimization的几何收敛线性算法

A linear algorithm for optimization over directed graphs with geometric convergence

Ran Xin, Usman A. Khan

摘要:

在这封信中,我们研究分布式优化,代理网络,抽象为一个有向图,合作,以最小化本地已知的平均凸函数。现有的大多数有向图的方法是基于推和(类型)的技术,它使用一个独立的算法来渐近学习的基础权重矩阵的左或右特征向量。这种策略导致算法中的额外计算、通信和非线性。相反,我们提出了一个线性算法的基础上不精确的梯度法和梯度估计技术。在每个局部函数是强凸的Lipschitz连续梯度的假设下,我们证明了该算法以足够小的步长几何收敛到全局极小值。我们提出了模拟来说明的理论研究结果。

英文摘要:

In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are based on push-sum (type) techniques, which use an independent algorithm to asymptotically learn either the left or right eigenvector of the underlying weight matrices. This strategy causes additional computation, communication, and nonlinearity in the algorithm. In contrast, we propose a linear algorithm based on an inexact gradient method and a gradient estimation technique. Under the assumptions that each local function is strongly-convex with Lipschitz-continuous gradients, we show that the proposed algorithm geometrically converges to the global minimizer with a sufficiently small step-size. We present simulations to illustrate the theoretical findings.

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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