TY - GEN
T1 - Event-triggered Broadcasting for Distributed Smooth Optimization
AU - Liu, Changxin
AU - Li, Huiping
AU - Shi, Yang
AU - Xu, Demin
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/12
Y1 - 2019/12
N2 - This work addresses a class of distributed optimization problems where the global objective function is the sum of multiple local convex smooth functions privately held by a group of working agents. Upon modeling the unconstrained distributed optimization problem as a linearly constrained centralized one, a communication-efficient event-triggered first-order primal-dual algorithm that only requires light local computation at each generic time instant and peer-to-peer communication at sporadic triggering time instants is developed to solve the global problem. An O\left( {\frac{1}{k}} \right) convergence rate is ensured, provided that the stepsize satisfies a condition that relates to the Lipschitz constant of the gradient and the Laplacian of the communication graph, and the time-varying triggering threshold is monotonically decreasing and summable. The proposed method is applied to a decentralized logistic regression problem to illustrate its effectiveness, especially in saving communication resources.
AB - This work addresses a class of distributed optimization problems where the global objective function is the sum of multiple local convex smooth functions privately held by a group of working agents. Upon modeling the unconstrained distributed optimization problem as a linearly constrained centralized one, a communication-efficient event-triggered first-order primal-dual algorithm that only requires light local computation at each generic time instant and peer-to-peer communication at sporadic triggering time instants is developed to solve the global problem. An O\left( {\frac{1}{k}} \right) convergence rate is ensured, provided that the stepsize satisfies a condition that relates to the Lipschitz constant of the gradient and the Laplacian of the communication graph, and the time-varying triggering threshold is monotonically decreasing and summable. The proposed method is applied to a decentralized logistic regression problem to illustrate its effectiveness, especially in saving communication resources.
UR - http://www.scopus.com/inward/record.url?scp=85082497801&partnerID=8YFLogxK
U2 - 10.1109/CDC40024.2019.9029758
DO - 10.1109/CDC40024.2019.9029758
M3 - 会议稿件
AN - SCOPUS:85082497801
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 716
EP - 721
BT - 2019 IEEE 58th Conference on Decision and Control, CDC 2019
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 58th IEEE Conference on Decision and Control, CDC 2019
Y2 - 11 December 2019 through 13 December 2019
ER -