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Rate analysis of dual averaging for nonconvex distributed optimization
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-0819-5303
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control). (Digital Futures)ORCID iD: 0000-0001-7409-9611
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control). (Digital Futures)ORCID iD: 0000-0003-4299-0471
Department of Mechanical Engineering, University of Victoria, Victoria, B.C. V8W 3P6, Canada.
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2023 (English)In: IFAC-PapersOnLine, Elsevier BV , 2023, Vol. 56, p. 5209-5214Conference paper, Published paper (Refereed)
Abstract [en]

This work studies nonconvex distributed constrained optimization over stochastic communication networks. We revisit the distributed dual averaging algorithm, which is known to converge for convex problems. We start from the centralized case, for which the change of two consecutive updates is taken as the suboptimality measure. We validate the use of such a measure by showing that it is closely related to stationarity. This equips us with a handle to study the convergence of dual averaging in nonconvex optimization. We prove that the squared norm of this suboptimality measure converges at rate O(1/t). Then, for the distributed setup we show convergence to the stationary point at rate O(1/t). Finally, a numerical example is given to illustrate our theoretical results.

Place, publisher, year, edition, pages
Elsevier BV , 2023. Vol. 56, p. 5209-5214
Series
IFAC-PapersOnLine, ISSN 2405-8963 ; 56
Keywords [en]
distributed constrained optimization, Dual averaging, multi-agent consensus, nonconvex optimization, stochastic networks
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-343686DOI: 10.1016/j.ifacol.2023.10.117Scopus ID: 2-s2.0-85184963049OAI: oai:DiVA.org:kth-343686DiVA, id: diva2:1839880
Conference
22nd IFAC World Congress, Yokohama, Japan, Jul 9 2023 - Jul 14 2023
Note

QC 20240223

Part of ISBN 9781713872344

Available from: 2024-02-22 Created: 2024-02-22 Last updated: 2024-02-23Bibliographically approved

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Liu, ChangxinWu, XuyangYi, XinleiJohansson, Karl H.

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