Abstract:This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state. We prove that this solution is all-time feasible, implying that the coupling constraint always holds along the algorithm iterative procedure; therefore, the algorithm can be terminated at any time. This is in contrast to the ADMM-based solutions that meet constraint feasibility asymptotically. Further, we show that the proposed algorithm can handle possible link nonlinearity due to logarithmically-quantized data transmission (or any sign-preserving odd sector-bound nonlinear mapping). We prove convergence over uniformly-connected dynamic networks (i.e., a hybrid setup) that may occur in mobile and time-varying multi-agent networks. Further, the latency issue over the network is addressed by proposing delay-tolerant solutions. To our best knowledge, accelerated momentum-based convergence, nonlinear linking, all-time feasibility, uniform network connectivity, and handling (possible) time delays are not altogether addressed in the literature. These contributions make our solution practical in many real-world applications.
Abstract:Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a computationally efficient algorithm that solves distributed convex problems and optimally finds the solution to locally non-convex objective functions. In contrast to batch gradient optimization in some literature, our algorithm is on a single-time scale with no extra inner consensus loop. It evaluates one gradient entry per node per time. Further, the algorithm addresses link-level nonlinearity representing, for example, logarithmic quantization of the exchanged data or clipping of the exchanged data bits. Leveraging perturbation-based theory and algebraic Laplacian network analysis proves optimal convergence and dynamics stability over time-varying and switching networks. The time-varying network setup might be due to packet drops or link failures. Despite the nonlinear nature of the dynamics, we prove exact convergence in the face of odd sign-preserving sector-bound nonlinear data transmission over the links. Illustrative numerical simulations further highlight our contributions.