On the convergence of decentralized gradient descent with diminishing stepsize, revisited
Optimization and Control
2022-03-31 v2 Systems and Control
Systems and Control
Abstract
Distributed optimization has received a lot of interest in recent years due to its wide applications in various fields. In this work, we revisit the convergence property of the decentralized gradient descent [A. Nedi{\'c}-A.Ozdaglar (2009)] on the whole space given by where the stepsize is given as with . Under the strongly convexity assumption on the total cost function with local cost functions not necessarily being convex, we show that the sequence converges to the optimizer with rate when the values of and are suitably chosen.
Keywords
Cite
@article{arxiv.2203.09079,
title = {On the convergence of decentralized gradient descent with diminishing stepsize, revisited},
author = {Woocheol Choi and Jimyeong Kim},
journal= {arXiv preprint arXiv:2203.09079},
year = {2022}
}
Comments
25 pages, fixed typos