A dual ascent algorithm for asynchronous distributed optimization with unreliable directed communications

C. H. Jeffrey Pang

A dual ascent algorithm for asynchronous distributed optimization with unreliable directed communications

Optimization and Control 2019-02-22 v2

Authors: C. H. Jeffrey Pang

Abstract

We show that the averaged consensus algorithm on directed graphs with unreliable communications by Bof-Carli-Schenato has a dual optimization interpretation, which could be extended to the case of distributed optimization. We report on our numerical simulations for the distributed optimization algorithm for smooth and nonsmooth functions.

Keywords

distributed optimization network theory stochastic optimization

Cite

@article{arxiv.1809.09516,
  title  = {A dual ascent algorithm for asynchronous distributed optimization with unreliable directed communications},
  author = {C. H. Jeffrey Pang},
  journal= {arXiv preprint arXiv:1809.09516},
  year   = {2019}
}

Comments

13 pages, 2 figures. Elaborated proofs, mostly in Theorems 3.2 and 3.3. Added a figure to describe the algorithm of Bof-Carli-Schenato

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