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Distributed Gradient Tracking for Unbalanced Optimization With Different Constraint Sets

delete2023-06-01
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PRE
AI
S
Songsong Cheng
梁枢 封面图
梁枢 (Shu Liang) *
Y
Yuan Fan
Y
Yiguang Hong
DOI:10.1109/TAC.2022.3192316delete
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摘要

摘要

En 中文
tracking methods have become popular for distributed optimization in recent years, partially because they achieve linear convergence using only a constant step-size for strongly convex optimization. In this article, we construct a counterexample on constrained optimization to show that direct extension of gradient tracking by using projections cannot guarantee the correctness. Then, we propose projected gradient tracking algorithms with diminishing step-sizes rather than a constant one for distributed strongly convex optimization with different constraint sets and unbalanced graphs. Our basic algorithm can achieve O(ln T/T ) convergence rate. Moreover, we design an epoch iteration scheme and improve the convergence rate as O(1/T ).
Keyword:
Optimization
Convergence
Directed graphs
Convex functions
Multi-agent systems
Linear programming
Heuristic algorithms
different constraint sets
distrib- uted optimization
gradient tracking
unbalanced graphs

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

T
tongji university
学者数:
7.9W
论文数: 6.0W
被引数: 98
A
anhui university
学者数:
1.9W
论文数: 1.2W
被引数: 24
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