论文标题

随机网络上的分布式线性方程

Distributed Linear Equations over Random Networks

论文作者

Yi, Peng, Lei, Jinlong, Hong, Yiguang, Chen, Jie, Shi, Guodong

论文摘要

网络上的分布式线性代数方程,节点是问题数据的一部分,并通过节点到节点通信求解方程,这是一个基本的分布式计算任务,受到越来越多的研究关注。网络上的沟通具有随机性质,由于链接故障,数据包辍学或节点娱乐等引起的时间和空间依赖性。在本文中,我们研究了分布式线性方程协议在$ \ ast $ -mix的随机网络上的分布线性方程协议的收敛性和收敛速率,其中允许node node node to Node node node node node node node node node node node node node node node node node node node node node node node node node。当网络线性方程允许精确的解决方案时,我们证明了分布式投影共识算法的均值指数收敛速率,而收敛速率的上限和上限估计也是独立和相同分布的(I.I.I.D.)随机图。由随机kaczmarz算法激励,我们还提出了一个分布式的随机投影共识算法,其中每个节点随机选择局部线性方程的一排以进行每个迭代的投影,并建立指数收敛速率。当网络线性方程未允许确切的解决方案时,我们证明具有逐步尺寸减小的分布式梯度样算法可以将所有节点的状态驱动到最小二乘解决方案,以sublinear速率。这些结果综合地说明,如果原型算法享有某些合同性能或使用合适的参数设计,则分布式计算可能会克服通信相关性。

Distributed linear algebraic equation over networks, where nodes hold a part of problem data and cooperatively solve the equation via node-to-node communications, is a basic distributed computation task receiving an increasing research attention. Communications over a network have a stochastic nature, with both temporal and spatial dependence due to link failures, packet dropouts or node recreation, etc. In this paper, we study the convergence and convergence rate of distributed linear equation protocols over a $\ast$-mixing random network, where the temporal and spatial dependencies between the node-to-node communications are allowed. When the network linear equation admits exact solutions, we prove the mean-squared exponential convergence rate of the distributed projection consensus algorithm, while the lower and upper bound estimations of the convergence rate are also given for independent and identically distributed (i.i.d.) random graphs. Motivated by the randomized Kaczmarz algorithm, we also propose a distributed randomized projection consensus algorithm, where each node randomly selects one row of local linear equations for projection per iteration, and establish an exponential convergence rate. When the network linear equation admits no exact solution, we prove that a distributed gradient-descent-like algorithm with diminishing step-sizes can drive all nodes' states to a least-squares solution at a sublinear rate. These results collectively illustrate that distributed computations may overcome communication correlations if the prototype algorithms enjoy certain contractive properties or are designed with suitable parameters.

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