论文标题
触发异步分布式优化的梯度跟踪
Triggered Gradient Tracking for Asynchronous Distributed Optimization
论文作者
论文摘要
本文提出了异步触发的梯度跟踪,即分布式优化算法,以求解异步通信的网络上的共识优化。作为一个构建基础,我们设计了最近提出的(离散时间)分布式梯度跟踪的连续时间对应物,称为连续梯度跟踪。通过使用Lyapunov方法,我们证明了与最佳解决方案同意的估计值相对应的平衡的指数稳定性,并随着局部估计的任意初始化。然后,我们提出了两个触发版本的算法。在第一个中,代理人以同步的方式将其局部动力学不断整合,并与当前的局部变量进行交流。在异步触发的梯度跟踪中,我们提出了一个完全异步方案,每个代理都基于触发条件,该方案将其发送给邻居的当前局部变量,该变量取决于触发条件,该变量取决于本地可验证的条件。触发协议保留了算法的线性收敛,并避免了ZENO行为,即在有限的时间间隔内将无限数量的触发事件数量排除在外。通过使用连续梯度跟踪的稳定性分析作为预备结果,我们显示了触发算法和任何估计初始化的平衡点的指数稳定性。最后,模拟验证了所提出的方法对数据分析问题的有效性,显示出代理间通信方面的性能也提高了。
This paper proposes Asynchronous Triggered Gradient Tracking, i.e., a distributed optimization algorithm to solve consensus optimization over networks with asynchronous communication. As a building block, we devise the continuous-time counterpart of the recently proposed (discrete-time) distributed gradient tracking called Continuous Gradient Tracking. By using a Lyapunov approach, we prove exponential stability of the equilibrium corresponding to agents' estimates being consensual to the optimal solution, with arbitrary initialization of the local estimates. Then, we propose two triggered versions of the algorithm. In the first one, the agents continuously integrate their local dynamics and exchange with neighbors their current local variables in a synchronous way. In Asynchronous Triggered Gradient Tracking, we propose a totally asynchronous scheme in which each agent sends to neighbors its current local variables based on a triggering condition that depends on a locally verifiable condition. The triggering protocol preserves the linear convergence of the algorithm and avoids the Zeno behavior, i.e., an infinite number of triggering events over a finite interval of time is excluded. By using the stability analysis of Continuous Gradient Tracking as a preparatory result, we show exponential stability of the equilibrium point holds for both triggered algorithms and any estimate initialization. Finally, the simulations validate the effectiveness of the proposed methods on a data analytics problem, showing also improved performance in terms of inter-agent communication.