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arXiv 1901.02436eess.SPcs.DC
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存在节点错误的分布式一致性优化ADMM算法分析

Analysis of Distributed ADMM Algorithm for Consensus Optimization in Presence of Node Error

Layla Majzoobi, Farshad Lahouti, Vahid Shah-Mansouri

摘要:

交替方向乘子法(ADMM)是一种常用的凸优化算法,可用于求解分布式一致性优化问题。在这种情况下,代理在本地估计优化问题的最优解,并通过连接的网络与邻居交换消息。分布式算法在实践中通常暴露于不同类型的错误,例如,这是由于量化或通信噪声或损失。在这里,我们专注于分析分布式ADMM的共识优化的收敛性存在的附加随机节点误差,在这种情况下,节点通信的噪声版本的最新估计的解决方案,他们的邻居在每次迭代。当局部目标函数为强凸函数且具有Lipschitz连续梯度时,给出了算法稳态误差的上下界.此外,我们还证明了,当局部目标函数是凸的和加性节点误差是有界的,噪声ADMM的一致性优化的估计误差也是有界的。数值结果表明,所提出的分析的有效性和阐明的作用,系统和网络参数的性能。

英文摘要:

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an optimization problem and exchange messages with their neighbors over a connected network. The distributed algorithms are typically exposed to different types of errors in practice, e.g., due to quantization or communication noise or loss. We here focus on analyzing the convergence of distributed ADMM for consensus optimization in presence of additive random node error, in which case, the nodes communicate a noisy version of their latest estimate of the solution to their neighbors in each iteration. We present analytical upper and lower bounds on the mean squared steady state error of the algorithm in case that the local objective functions are strongly convex and have Lipschitz continuous gradients. In addition we show that, when the local objective functions are convex and the additive node error is bounded, the estimation error of the noisy ADMM for consensus optimization is also bounded. Numerical results are provided which demonstrate the effectiveness of the presented analyses and shed light on the role of the system and network parameters on performance.

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