Asynchronous Distributed Optimization via ADMM with Efficient Communication

Apostolos I. Rikos, Wei Jiang, Themistoklis Charalambous, Karl Henrik Johansson

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference article in proceedingsScientificvertaisarvioitu

Abstrakti

In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network. Furthermore, we assume that the communication channels between nodes have limited bandwidth, and each node suffers from processing delays. We present a distributed algorithm which combines the Alternating Direction Method of Multipliers (ADMM) strategy with a finite time quantized averaging algorithm. In our proposed algorithm, nodes exchange quantized valued messages and operate in an asynchronous fashion. More specifically, during every iteration of our algorithm each node (i) solves a local convex optimization problem (for the one of its primal variables), and (ii) utilizes a finite-time quantized averaging algorithm to obtain the value of the second primal variable (since the cost function for the second primal variable is not decomposable). We show that our algorithm converges to the optimal solution at a rate of O (1/ k) (where k is the number of time steps) for the case where the local cost function of every node is convex and not-necessarily differentiable. Finally, we demonstrate the operational advantages of our algorithm against other algorithms from the literature.

AlkuperäiskieliEnglanti
Otsikko2023 62nd IEEE Conference on Decision and Control, CDC 2023
KustantajaIEEE
Sivut7002-7008
Sivumäärä7
ISBN (elektroninen)979-8-3503-0124-3
DOI - pysyväislinkit
TilaJulkaistu - 2023
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisussa
TapahtumaIEEE Conference on Decision and Control - Marina Bay Sands, Singapore, Singapore
Kesto: 13 jouluk. 202315 jouluk. 2023
Konferenssinumero: 62
https://cdc2023.ieeecss.org/

Julkaisusarja

NimiProceedings of the IEEE Conference on Decision and Control
ISSN (painettu)0743-1546
ISSN (elektroninen)2576-2370

Conference

ConferenceIEEE Conference on Decision and Control
LyhennettäCDC
Maa/AlueSingapore
KaupunkiSingapore
Ajanjakso13/12/202315/12/2023
www-osoite

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