English

A Robust Gradient Tracking Method for Distributed Optimization over Directed Networks

Optimization and Control 2020-08-21 v3 Distributed, Parallel, and Cluster Computing Multiagent Systems Social and Information Networks

Abstract

In this paper, we consider the problem of distributed consensus optimization over multi-agent networks with directed network topology. Assuming each agent has a local cost function that is smooth and strongly convex, the global objective is to minimize the average of all the local cost functions. To solve the problem, we introduce a robust gradient tracking method (R-Push-Pull) adapted from the recently proposed Push-Pull/AB algorithm. R-Push-Pull inherits the advantages of Push-Pull and enjoys linear convergence to the optimal solution with exact communication. Under noisy information exchange, R-Push-Pull is more robust than the existing gradient tracking based algorithms; the solutions obtained by each agent reach a neighborhood of the optimum in expectation exponentially fast under a constant stepsize policy. We provide a numerical example that demonstrate the effectiveness of R-Push-Pull.

Keywords

Cite

@article{arxiv.2003.13980,
  title  = {A Robust Gradient Tracking Method for Distributed Optimization over Directed Networks},
  author = {Shi Pu},
  journal= {arXiv preprint arXiv:2003.13980},
  year   = {2020}
}
R2 v1 2026-06-23T14:33:15.000Z