Distributed Optimization Over Dependent Random Networks
Abstract
We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation for a broad class of dependent weight-matrix sequences. In addition to implying many of the previously known results on this domain, our work shows the robustness of distributed optimization results to link-failure. Also, it provides a new tool for synthesizing distributed optimization algorithms. {To prove our main theorem, we establish new results on the rate of convergence analysis of averaging dynamics over (dependent) random networks. These secondary results, along with the required martingale-type results to establish them, might be of interest to broader research endeavors in distributed computation over random networks.
Cite
@article{arxiv.2010.01956,
title = {Distributed Optimization Over Dependent Random Networks},
author = {Adel Aghajan and Behrouz Touri},
journal= {arXiv preprint arXiv:2010.01956},
year = {2020}
}