Linear Convergence of Distributed Compressed Optimization with Equality Constraints
In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a distributed saddle-point algorithm is proposed by employing distributed filters to derive errors of the transmitted states for spatio-temporal compression purposes. It is shown that the resulting distributed compressed algorithm achieves linear convergence. Furthermore, the algorithm is generalized to the case where each agent holds a portion of the global equality constraint, i.e., the constraints across agents are coupled. By introducing an additional design freedom, the global equality constraint is shown to be equivalent to the one where each agent holds an equality constraint, for which the proposed distributed compressed saddle-point algorithm can be adapted to achieve linear convergence. Numerical simulations are adopted to validate the effectiveness of the proposed algorithms.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
DC-DistADMM: ADMM Algorithm for Constrained Distributed Optimization over Directed Graphs
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees. …
Distributed OptimizationDistributed Convex Optimization with Many Convex Constraints
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that r…
Distributed Markov Chain Monte Carlo Sampling based on the Alternating Direction Method of Multipliers
Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a …
Bayesian InferenceDistributed OptimizationUncertainty QuantificationQuantized Stochastic Primal-Dual Methods for Distributed Optimization under Relaxed Global Geometry
We study distributed optimization with stochastic gradients and finite-bit communication modeled by random (unbiased) quantization. We propose q-PDGD, a quantized stochastic primal-dual method, and analyze it under relax…
Distributed OptimizationBALPA: A Balanced Primal-Dual Algorithm for Nonsmooth Optimization with Application to Distributed Optimization
In this paper, we propose a novel primal-dual proximal splitting algorithm (PD-PSA), named BALPA, for the composite optimization problem with equality constraints, where the loss function consists of a smooth term and a …
Distributed Optimization