分布式非凸优化的压缩梯度跟踪算法

IF 5.9 2区 计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS
Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Karl H. Johansson , Tao Yang
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引用次数: 0

摘要

本文研究分布式非凸优化问题,目的是利用局部信息交换最小化局部非凸代价函数的平均值。为了减少通信开销,我们引入了三种通用的压缩器,即具有有界的相对压缩误差的压缩器、具有全局有界的绝对压缩误差的压缩器和具有局部有界的绝对压缩误差的压缩器。将它们分别与分布式梯度跟踪算法相结合,提出了三种相应的压缩分布式非凸优化算法。赵等人(2022)提出的最先进的BEER算法是一种高效的压缩算法,将梯度跟踪与有偏压缩器和压缩器集成在一起。受此算法的启发,我们提出的第一个算法扩展了该算法,以适应有偏压缩器和非压缩器。对于每个算法,我们设计了一个新的Lyapunov函数,以证明如果局部代价函数是光滑的,它会收敛到一个平稳点。此外,当全局代价函数满足Polyak -Łojasiewicz (P -Ł)条件时,我们证明了我们提出的算法线性收敛到全局最优点。值得注意的是,对于具有有界的相对压缩误差和全局有界的绝对压缩误差的压缩器,我们提出的算法参数不需要事先知道P -Ł常数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Compressed gradient tracking algorithms for distributed nonconvex optimization
In this paper, we study the distributed nonconvex optimization problem, aiming to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce three general classes of compressors, i.e., compressors with bounded relative compression error, compressors with globally bounded absolute compression error, and compressors with locally bounded absolute compression error. By integrating them, respectively, with the distributed gradient tracking algorithm, we then propose three corresponding compressed distributed nonconvex optimization algorithms. Motivated by the state-of-the-art BEER algorithm proposed in Zhao et al. (2022), which is an efficient compressed algorithm integrating gradient tracking with biased and contractive compressors, our first proposed algorithm extends this algorithm to accommodate both biased and non-contractive compressors For each algorithm, we design a novel Lyapunov function to demonstrate its sublinear convergence to a stationary point if the local cost functions are smooth. Furthermore, when the global cost function satisfies the Polyak–Łojasiewicz (P–Ł) condition, we show that our proposed algorithms linearly converge to a global optimal point. It is worth noting that, for compressors with bounded relative compression error and globally bounded absolute compression error, our proposed algorithms’ parameters do not require prior knowledge of the P–Ł constant.
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来源期刊
Automatica
Automatica 工程技术-工程:电子与电气
CiteScore
10.70
自引率
7.80%
发文量
617
审稿时长
5 months
期刊介绍: Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.
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