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Distributed Optimization with Gradient Descent and Quantized Communication
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control). (Digital Futures)ORCID iD: 0000-0002-8737-1984
Department of Electrical Engineering and Automation, School of Electrical Engineering, Aalto University, Espoo, Finland.
Department of Electrical and Computer Engineering, School of Engineering, University of Cyprus, Nicosia, Cyprus.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control). (Digital Futures)ORCID iD: 0000-0001-9940-5929
2023 (English)Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors. Additionally, in our problem, the communication channels among the nodes have limited bandwidth. In order to alleviate this limitation, quantized messages should be exchanged among the nodes. For solving this distributed optimization problem, we combine a gradient descent method with a distributed quantized consensus algorithm (which requires the nodes to exchange quantized messages and converges in a finite number of steps). Specifically, at every optimization step, each node (i) performs a gradient descent step (i.e., subtracts the scaled gradient from its current estimate), and (ii) performs a finite-time calculation of the quantized average of every node's estimate in the network. As a consequence, this algorithm approximately mimics the centralized gradient descent algorithm. We show that our algorithm asymptotically converges to a neighborhood of the optimal solution with linear convergence rate. The performance of the proposed algorithm is demonstrated via simple illustrative examples.

Place, publisher, year, edition, pages
Elsevier BV , 2023. p. 5900-5906
Keywords [en]
directed graphs, Distributed optimization, finite-time consensus, quantized communication
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-343701DOI: 10.1016/j.ifacol.2023.10.100Scopus ID: 2-s2.0-85184958272OAI: oai:DiVA.org:kth-343701DiVA, id: diva2:1839896
Conference
22nd IFAC World Congress, Yokohama, Japan, Jul 9 2023 - Jul 14 2023
Note

Part of ISBN 9781713872344

QC 20240222

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

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Rikos, ApostolosJohansson, Karl H.

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