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Distributed Adaptive Gradient Algorithm With Gradient Tracking for Stochastic Nonconvex Optimization

delete2024-09-01
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OA
AI
D
Dongyu Han
刘
刘坤 (Kun Liu) *
Y
Yeming Lin
Y
Yuanqing Xia
DOI:10.1109/TAC.2024.3380710delete
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摘要

摘要

En 中文
This article considers a distributed stochastic nonconvex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes according to the historical (possibly sparse) gradients, a distributed adaptive gradient algorithm is proposed, in which a gradient tracking estimator is used to handle the heterogeneity between different local cost functions. We establish an upper bound on the optimality gap, which indicates that our proposed algorithm can reach a first-order stationary solution dependent on the upper bound on the variance of the stochastic gradients. Finally, numerical examples are presented to illustrate the effectiveness of the algorithm.
Keyword:
Cost function
Vectors
Upper bound
Radio frequency
Convex functions
Sparse matrices
Robots
Adaptive gradient algorithm
distributed nonconvex optimization
gradient tracking (GT)
stochastic gradient

期刊

IEEE Transactions on Automatic Control 封面图
IEEE Transactions on Automatic Control
IF:
7
论文数:
1.3W
被引数:
6.7W

机构

B
beijing institute of technology
学者数:
5.5W
论文数: 4.0W
被引数: 63
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