English

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 xi(t+1)=j=1mwijxj(t)α(t)fi(xi(t)), x_i(t+1) = \sum^m_{j=1}w_{ij}x_j(t) - \alpha(t) \nabla f_i(x_i(t)), where the stepsize is given as α(t)=a(t+w)p\alpha (t) = \frac{a}{(t+w)^p} with 0<p10< p\leq 1. Under the strongly convexity assumption on the total cost function ff with local cost functions fif_i not necessarily being convex, we show that the sequence converges to the optimizer with rate O(tp)O(t^{-p}) when the values of a>0a>0 and w>0w>0 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