The Barzilai-Borwein Method for Distributed Optimization over Unbalanced Directed Networks

Khái niệm cốt lõi

The author presents the ADBB method for distributed optimization over unbalanced directed networks, focusing on larger step-sizes and accelerated convergence.

Tóm tắt

The paper introduces the ADBB algorithm for distributed optimization over multi-agent systems. It addresses the challenges of unbalanced directed networks by utilizing row-stochastic weight matrices. The method aims to achieve faster convergence and reduce computational costs while ensuring privacy preservation. By establishing contraction relationships between consensus error, optimality gap, and gradient tracking error, ADBB is proven to converge linearly to the globally optimal solution. The theoretical analysis is supported by simulations using real-world data sets.

Thống kê

Each agent in the system uses only local computation and communication.
A real-world dataset is used in simulations to validate the correctness of the theoretical analysis.
The BB method is introduced into distributed optimization over undirected networks.
ADBB can resolve optimization problems without requiring knowledge of neighbors' out-degree.
The step-sizes are calculated based on adapt-then-combine variation.

Trích dẫn

Thông tin chi tiết chính được chắt lọc từ

(Rectified Version) The Barzilai-Borwein Method for Distributed Optimization over Unbalanced Directed Networks

by Jinhui Hu,Xi... lúc arxiv.org 02-29-2024

https://arxiv.org/pdf/2305.11469.pdf

Yêu cầu sâu hơn

How does ADBB compare with other existing methods in terms of convergence speed

ADBB offers accelerated convergence compared to other existing methods in terms of convergence speed. By utilizing the Barzilai-Borwein (BB) method and multi-consensus inner loops, ADBB can achieve larger step-sizes and accelerated convergence. This allows for faster optimization over unbalanced directed networks without requiring knowledge of neighbors' out-degree for each agent. The algorithm is theoretically proven to converge linearly to the globally optimal solution, making it more efficient than traditional methods that may have slower convergence rates.

What are the practical implications of using row-stochastic weight matrices in distributed optimization

Using row-stochastic weight matrices in distributed optimization has several practical implications. Firstly, these matrices allow for a simpler implementation in a distributed fashion as each agent can locally decide the weights without needing information about their out-degrees or complex calculations. This simplifies the communication process between agents and reduces computational complexity.
Additionally, row-stochastic weight matrices enable algorithms like ADBB to be applied in broadcast-based communication protocols where agents only know their in-degree but not their out-degree. This makes the algorithm more versatile and applicable to a wider range of real-world scenarios where network structures are unbalanced or asymmetrical.
Overall, using row-stochastic weight matrices enhances the practicality and efficiency of distributed optimization algorithms by simplifying communication processes and expanding applicability to diverse network configurations.

How can the concept of unbalanced directed networks be applied in other mathematical models

The concept of unbalanced directed networks can be applied in various mathematical models beyond distributed optimization. For example:

In graph theory: Unbalanced directed networks can be used to model asymmetric relationships between nodes or entities in a graph.
In social network analysis: Unbalanced directed networks can represent varying influence levels among individuals within a social network.
In supply chain management: Unbalanced directed networks could depict unequal distribution channels or flows within a supply chain system.
In transportation systems: Unbalanced directed networks might illustrate traffic patterns with different intensities along specific routes or roads.
By incorporating the concept of unbalance into mathematical models, researchers can better capture real-world complexities and asymmetries present in various systems across different domains.