论文标题
分布式优化的收敛速率和不确定的通信
Rate of Convergence for Distributed Optimization with Uncertain Communications
论文作者
论文摘要
我们考虑了凸功能总和的分布式优化问题，其中每次连接代理的基础通信网络都是从有向图的集合中随机绘制的。 Building on an earlier work [15], where a modified version of the subgradient-push algorithm is shown to be almost surely convergent to an optimizer on sequences of random directed graphs, we find an upper bound of the order of $\sim O(\frac{1}{\sqrt{t}})$ on the convergence rate of our proposed algorithm, establishing the first convergence bound in such random 设置。
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work [15], where a modified version of the subgradient-push algorithm is shown to be almost surely convergent to an optimizer on sequences of random directed graphs, we find an upper bound of the order of $\sim O(\frac{1}{\sqrt{t}})$ on the convergence rate of our proposed algorithm, establishing the first convergence bound in such random settings.
