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Delay-agnostic Asynchronous Distributed Optimization
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0001-7409-9611
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-0819-5303
Stockholm Univ, Dept Comp & Syst Sci, SE-16407 Stockholm, Sweden..
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-2237-2580
2023 (English)In: 2023 62Nd Ieee Conference On Decision And Control, Cdc, Institute of Electrical and Electronics Engineers (IEEE) , 2023, p. 1082-1087Conference paper, Published paper (Refereed)
Abstract [en]

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to obtain in advance, but it is also large and therefore results in unnecessarily slow convergence. This paper develops asynchronous versions of two distributed algorithms, DGD and DGD-ATC, for solving consensus optimization problems over undirected networks. In contrast to alternatives, our algorithms can converge to the fixed point set of their synchronous counterparts using step-sizes that are independent of the delays. We establish convergence guarantees under both partial and total asynchrony. The practical performance of our algorithms is demonstrated by numerical experiments.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2023. p. 1082-1087
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-344706DOI: 10.1109/CDC49753.2023.10383647ISI: 001166433800128Scopus ID: 2-s2.0-85180319795OAI: oai:DiVA.org:kth-344706DiVA, id: diva2:1847061
Conference
62nd IEEE Conference on Decision and Control (CDC), DEC 13-15, 2023, IEEE Control Syst Soc, Singapore, SINGAPORE
Note

QC 20240326

Part of ISBN 979-8-3503-0124-3

Available from: 2024-03-26 Created: 2024-03-26 Last updated: 2024-10-11Bibliographically approved

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Wu, XuyangLiu, ChangxinJohansson, Mikael

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