arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2602.06398math.OC
收藏

D-ripALM:一种适用于多智能体网络共识凸优化的去中心化相对型近似增广拉格朗日方法

D-ripALM: A Tuning-friendly Decentralized Relative-Type Inexact Proximal Augmented Lagrangian Method

Sun Yat-sen University(中山大学);Shenzhen Technology University(深圳理工大学);The University of Tennessee, Knoxville(田纳西大学诺克斯维尔分校)

Jiayi Zhu, Hong Wang, Ling Liang, Lei Yang

AI总结:

D-ripALM是一种适用于多智能体网络共识凸优化的去中心化算法,通过相对型误差准则提升调优友好性和数值鲁棒性。

摘要:

本文提出D-ripALM,一种用于多智能体网络共识凸优化的去中心化相对型近似增广拉格朗日方法。D-ripALM采用双循环分布式优化框架,能够容纳多种内部求解器,从而高效处理光滑和非光滑目标函数。与现有双循环分布式增广拉格朗日方法不同,D-ripALM采用相对型误差准则来调节内部和外部迭代之间的切换,从而获得更实用且易于调优的算法框架,并增强了数值鲁棒性。此外,我们在一般凸性假设下为D-ripALM建立了严格的收敛保证,无需要求文献中常见的光滑性或强凸性条件。数值实验进一步展示了D-ripALM的调优友好性质以及在较少通信轮次内获得高精度解的效率。

英文摘要:

This paper proposes D-ripALM, a Decentralized relative-type inexact proximal Augmented Lagrangian Method for consensus convex optimization over multi-agent networks. D-ripALM adopts a double-loop distributed optimization framework that accommodates a wide range of inner solvers, enabling efficient treatment of both smooth and nonsmooth objectives. In contrast to existing double-loop distributed augmented Lagrangian methods, D-ripALM employs a relative-type error criterion to regulate the switching between inner and outer iterations, resulting in a more practical and tuning-friendly algorithmic framework with enhanced numerical robustness. Moreover, we establish rigorous convergence guarantees for D-ripALM under general convexity assumptions, without requiring smoothness or strong convexity conditions commonly imposed in the distributed optimization literature. Numerical experiments further demonstrate the tuning-friendly nature of D-ripALM and its efficiency in attaining high-precision solutions with fewer communication rounds.

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。

↑