AsySPA: An Exact Asynchronous Algorithm for Distributed Convex Optimization over Digraphs
讲座名称：
AsySPA: An Exact Asynchronous Algorithm for Distributed Convex Optimization over Digraphs
讲座时间：
2018-11-07
讲座人：
Keyou You
形式：
校区：
兴庆校区
实践学分：
讲座内容：
讲座题目: AsySPA: An Exact Asynchronous Algorithm for Distributed Convex Optimization over Digraphs
讲座人: Keyou You （游科友）, Department of Automation, Tsinghua University
讲座时间：2018年11月7日（星期三） 16:30
讲座地点：数学楼408
内容简介:
This talk focuses on an exact asynchronous subgradient-push algorithm (AsySPA) to solve an additive cost optimization problem over digraphs where each node only has access to a local convex function and updates asynchronously with arbitrarily positive rates. Specifically, each node of a strongly connected digraph does not wait for updates from other nodes but independently starts to update after any bounded time interval. “Exact” means that every node of the AsySPA can converge to the same optimal solution, even under different update rates among nodes with bounded communication delays. To compensate uneven update rates, we design a simple mechanism to adaptively adjust the update stepsize by also using local information, which is substantially different from the existing algorithms. Moreover, we adopt the idea of constructing a delay-free augmented system to address asynchrony and delays. Then, we study the convergence of the AsySPA by examining a generalized incremental subgradient algorithm, which clearly has its own significance, and show that the convergence speed is essentially not affected by the aforementioned asynchrony and delays. Finally, simulation is included to validate our theoretical results.
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