Distributed subgradient methods and quantization effects

Angelia Nedić, Alex Olshevsky, Asuman Ozdaglar, John N. Tsitsiklis

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

84 Scopus citations

Abstract

We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this problem, we use averaging algorithms to develop distributed subgradient methods that can operate over a timevarying topology. Our focus is on the convergence rate of these methods and the degradation in performance when only quantized information is available. Based on our recent results on the convergence time of distributed averaging algorithms, we derive improved upper bounds on the convergence rate of the unquantized subgradient method. We then propose a distributed subgradient method under the additional constraint that agents can only store and communicate quantized information, and we provide bounds on its convergence rate that highlight the dependence on the number of quantization levels.

Original languageEnglish (US)
Title of host publicationProceedings of the 47th IEEE Conference on Decision and Control, CDC 2008
Pages4177-4184
Number of pages8
DOIs
StatePublished - Dec 1 2008
Externally publishedYes
Event47th IEEE Conference on Decision and Control, CDC 2008 - Cancun, Mexico
Duration: Dec 9 2008Dec 11 2008

Publication series

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

Other

Other47th IEEE Conference on Decision and Control, CDC 2008
CountryMexico
CityCancun
Period12/9/0812/11/08

ASJC Scopus subject areas

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

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    Nedić, A., Olshevsky, A., Ozdaglar, A., & Tsitsiklis, J. N. (2008). Distributed subgradient methods and quantization effects. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008 (pp. 4177-4184). [4738860] (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2008.4738860