具有锐性的分布弱凸优化零阶算法的线性收敛性

IF 4.2 3区 计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS
Renyi Wang, Songsong Cheng, Yuan Fan
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引用次数: 0

摘要

本文建立了时变图上弱凸优化的分布零阶算法的线性收敛速率。在该算法中,我们使用了一种更通用的梯度/亚梯度估计格式,该格式具有正交方向来估计梯度/亚梯度信息,比传统的基于随机向量的方法更有效。此外,利用几何递减的步长和差分因子,我们证明了所提出的零阶算法线性收敛于最优解。最后,通过一个算例验证了理论结果的正确性,并说明了所提算法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Linear convergence of zeroth-order algorithm for distributed weakly convex optimization with sharpness property
This paper establishes a linear convergence rate for a distributed zeroth-order algorithm in weakly convex optimization over a time-varying graph. We utilize a more general gradient/subgradient estimation scheme with orthogonal directions to estimate gradient/subgradient information in the proposed algorithm, which is more effective than the conventional methods based on stochastic vectors. Furthermore, by utilizing the geometrically diminishing step size and the difference factor, we demonstrate that the proposed zeroth-order algorithm linearly converges to the optimal solution. Finally, we provide a numerical example to verify the correctness of our theoretical findings and illustrate the effectiveness of the proposed algorithm.
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来源期刊
CiteScore
7.30
自引率
14.60%
发文量
586
审稿时长
6.9 months
期刊介绍: The Journal of The Franklin Institute has an established reputation for publishing high-quality papers in the field of engineering and applied mathematics. Its current focus is on control systems, complex networks and dynamic systems, signal processing and communications and their applications. All submitted papers are peer-reviewed. The Journal will publish original research papers and research review papers of substance. Papers and special focus issues are judged upon possible lasting value, which has been and continues to be the strength of the Journal of The Franklin Institute.
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