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Linear Convergence of First- and Zeroth-Order Primal-Dual Algorithms for Distributed Nonconvex Optimization
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-4299-0471
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2022 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 67, no 8, p. 4194-4201Article in journal (Refereed) Published
Abstract [en]

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primaldual algorithm. We show that it converges sublinearly to a stationary point if each local cost function is smooth and linearly to a global optimum under an additional condition that the global cost function satisfies the Polyak{\L}ojasiewicz condition. This condition is weaker than strong convexity, which is a standard condition for proving linear convergence of distributed optimization algorithms, and the global minimizer is not necessarily unique. Motivated by the situations where the gradients are unavailable, we then propose a distributed zeroth-order algorithm, derived from the considered first-order algorithm by using a deterministic gradient estimator, and show that it has the same convergence properties as the considered first-order algorithm under the same conditions. The theoretical results are illustrated by numerical simulations.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers Inc. , 2022. Vol. 67, no 8, p. 4194-4201
Keywords [en]
Convergence, Convex functions, Cost function, Costs, Distributed nonconvex optimization, first-order algorithm, Laplace equations, linear convergence, Lyapunov methods, primal-dual algorithm, Technological innovation, zerothorder algorithm
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-311436DOI: 10.1109/TAC.2021.3108501ISI: 000831140100037Scopus ID: 2-s2.0-85114722319OAI: oai:DiVA.org:kth-311436DiVA, id: diva2:1654721
Note

QC 20220812

Available from: 2022-04-28 Created: 2022-04-28 Last updated: 2022-08-12Bibliographically approved

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Yi, XinleiJohansson, Karl H.

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