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Dual Averaging for Distributed Unbalanced Optimization With Delayed Information

delete2025-01-01
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PRE
AI
Q
Qing Huang
Y
Yuan Fan
S
Songsong Cheng
DOI:10.1109/TSIPN.2025.3559433delete
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Abstract

Abstract

En 中文
In this paper, we study a category of distributed constrained optimization problems where each agent has access to local information, communicates with its neighbors, and cooperatively minimizes the aggregated cost functions over time-varying unbalanced graphs. To address the considered problems, we propose a distributed dual averaging algorithm based on a row-stochastic weighted matrix (DDAR), which improves the robustness of network topology compared to conventional push-sum algorithms. Moreover, we develop a modified version of DDAR with delayed information (DDARD), which considers the delays of both network communication and gradient calculation, enhancing the algorithm's flexibility in communication and iteration. Our analysis demonstrates that the DDAR and DDARD achieve the optimal value at rates of ${\mathcal {O}}(\frac{N}{(1-\lambda)\sqrt{T}})$ and ${\mathcal {O}}(\frac{{\tilde{\tau }}_{}^{2}N}{(1-{\tilde{\lambda }})\sqrt{T}})$, respectively. Finally, the theoretical results are confirmed by simulation on a logistic regression problem.
Keywords:
Distributed optimization
communication delay
gradient delay
unbalanced graph
row stochastic
convergence rate

Journal

IEEE Transactions on Signal and Information Processing over Networks cover
IEEE Transactions on Signal and Information Processing over Networks
IF:
4.9
Papers:
727
Citations:
1.9K

Organization

A
anhui university
Scholars:
1.9W
Papers: 1.2W
Citations: 24