Distributed optimization over time-varying directed graphs

Angelia Nedíc, Alex Olshevsky

Research output: Chapter in Book/Report/Conference proceedingConference contribution

33 Scopus citations

Abstract

We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a timevarying sequence of directed graphs, which is uniformly strongly connected. For such communications, assuming that every node knows its out-degree, we develop a broadcast-based algorithm, termed the subgradient-push, which steers every node to an optimal value under a standard assumption of subgradient boundedness. The subgradient-push requires no knowledge of either the number of agents or the graph sequence to implement. Our analysis shows that the subgradient-push algorithm converges at a rate of O ( Int/√ t ), where the constant depends on the initial values at the nodes, the subgradient norms, and, more interestingly, on both the consensus speed and the imbalances of influence among the nodes.

Original languageEnglish (US)
Title of host publication2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6855-6860
Number of pages6
ISBN (Print)9781467357173
DOIs
StatePublished - Jan 1 2013
Externally publishedYes
Event52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy
Duration: Dec 10 2013Dec 13 2013

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other52nd IEEE Conference on Decision and Control, CDC 2013
CountryItaly
CityFlorence
Period12/10/1312/13/13

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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  • Cite this

    Nedíc, A., & Olshevsky, A. (2013). Distributed optimization over time-varying directed graphs. In 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013 (pp. 6855-6860). [6760975] (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2013.6760975