量化下分布次梯度方法的收敛性

T. Doan, S. T. Maguluri, J. Romberg
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引用次数: 10

摘要

在无线传感器网络和边缘计算的各种应用的激励下,我们研究了节点网络上的分布式优化问题,其目标是优化由局部函数和组成的全局目标函数。在这些问题中,由于网络的规模很大,计算和通信都必须在本地实现,这就需要分布式算法。此外,算法应该足够有效,以容忍节点之间共享的计算资源、内存容量和通信带宽的限制。为了克服这种局限性,本文考虑了量化下的分布次梯度方法。我们的主要贡献是提供了量化水平序列的充分条件,保证了分布式次梯度方法的收敛性。我们的结果在补充现有结果的同时表明,只要量化水平以适当的速率变得越来越精细,分布式次梯度方法即使在量化下也能达到理想的收敛性。我们还提供了数值模拟来比较这些方法在解决众所周知的网络上的最小二乘问题时,有量化和没有量化的收敛性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the Convergence of Distributed Subgradient Methods under Quantization
Motivated by various applications in wireless sensor networks and edge computing, we study distributed optimization problems over a network of nodes, where the goal is to optimize a global objective function composed of a sum of local functions. In these problems, due to the large scale of the network, both computation and communication must be implemented locally resulting in the need for distributed algorithms. In addition, the algorithms should be efficient enough to tolerate the limitation of computing resources, memory capacity, and communication bandwidth shared between the nodes. To cope with such limitations, we consider in this paper distributed subgradient methods under quantization. Our main contribution is to provide a sufficient condition for the sequence of quantization levels, which guarantees the convergence of distributed subgradient methods. Our results, while complementing existing results, suggest that distributed subgradient methods achieve desired convergence properties even under quantization, as long as the quantization levels become finer and finer with a proper rate. We also provide numerical simulations to compare the convergence properties of such methods with and without quantization for solving the well-known least square problems over networks.
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