A Mixing-Accelerated Primal-Dual Proximal Algorithm for Distributed Nonconvex Optimization

Khái niệm cốt lõi

The author presents the Mixing-Accelerated Primal-Dual Proximal Algorithm (MAP-Pro) for decentralized nonconvex optimization, emphasizing convergence rates and communication efficiency.

Tóm tắt

The paper introduces MAP-Pro, a novel algorithm for distributed nonconvex optimization. It focuses on accelerating information fusion in multi-agent networks while achieving sublinear and linear convergence rates. The integration of Chebyshev acceleration enhances performance compared to existing methods. The numerical example showcases superior convergence speed and communication efficiency of MAP-Pro-CA over other algorithms.

Thống kê

The global cost function f(x) is smooth.
The algorithm incorporates a time-varying mixing polynomial.
MAP-Pro requires inner loops in each iteration.
MAP-Pro-CA conducts 3 inner loops per primal update.

Trích dẫn

"The proposed algorithm enables nodes to cooperatively minimize local cost functions."
"MAP-Pro converges to a stationary solution at a sublinear rate."
"Chebyshev acceleration improves convergence rates."

Thông tin chi tiết chính được chắt lọc từ

A Mixing-Accelerated Primal-Dual Proximal Algorithm for Distributed Nonconvex Optimization

by Zichong Ou,C... lúc arxiv.org 03-12-2024

https://arxiv.org/pdf/2304.02830.pdf

Yêu cầu sâu hơn

How does the P-Ł condition impact the convergence of nonconvex optimization

The P-Ł condition plays a crucial role in the convergence of nonconvex optimization problems. It is a weaker condition compared to strong convexity but still ensures convergence to the global optimum without requiring convexity. By imposing the P-Ł condition on the global cost function, which relates the norm of its gradient to its value, we can achieve linear convergence rates in distributed algorithms for nonconvex optimization. This condition provides a theoretical guarantee for reaching optimal solutions efficiently and effectively.

What are the implications of integrating Chebyshev acceleration into distributed algorithms

Integrating Chebyshev acceleration into distributed algorithms can significantly improve their convergence performance. By utilizing Chebyshev iterations to approximate minimization steps with specific polynomials, such as in MAP-Pro-CA, we can accelerate information fusion across networks and enhance communication efficiency. The Chebyshev acceleration scheme optimizes polynomial selection based on network topology dependencies, leading to faster convergence rates and better overall performance compared to traditional methods.

How can the findings of this study be applied to real-world applications beyond numerical analysis

The findings of this study have broad applications beyond numerical analysis and engineering scenarios. The developed mixing-accelerated primal-dual proximal algorithm (MAP-Pro) and its enhanced version with Chebyshev acceleration (MAP-Pro-CA) offer efficient solutions for distributed nonconvex optimization problems in various real-world applications. These algorithms can be applied in fields like machine learning, data analytics, signal processing, finance, healthcare systems optimization, energy management systems design, and more where decentralized decision-making processes are prevalent. By leveraging these advanced techniques derived from this research study, organizations can optimize complex systems efficiently while ensuring robustness and scalability in their operations.