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https://open.uns.ac.rs/handle/123456789/17940
Назив: | Distributed Gradient Methods with Variable Number of Working Nodes | Аутори: | Bajović Dragana Jakovetić Dušan Krejić Nataša Krklec Jerinkić Nataša |
Датум издавања: | 2016 | Часопис: | IEEE Transactions on Signal Processing | Сажетак: | © 1991-2012 IEEE. We consider distributed optimization where N nodes in a connected network minimize the sum of their local costs subject to a common constraint set. We propose a distributed projected gradient method where each node, at each iteration k, performs an update (is active) with probability pk, and stays idle (is inactive) with probability 1-pk. Whenever active, each node performs an update by weight-averaging its solution estimate with the estimates of its active neighbors, taking a negative gradient step with respect to its local cost, and performing a projection onto the constraint set; inactive nodes perform no updates. Assuming that nodes' local costs are strongly convex, with Lipschitz continuous gradients, we show that, as long as activation probability pk grows to one asymptotically, our algorithm converges in the mean square sense (MSS) to the same solution as the standard distributed gradient method, i.e., as if all the nodes were active at all iterations. Moreover, when pk grows to one linearly, with an appropriately set convergence factor, the algorithm has a linear MSS convergence, with practically the same factor as the standard distributed gradient method. Simulations on both synthetic and real world data sets demonstrate that, when compared with the standard distributed gradient method, the proposed algorithm significantly reduces the overall number of per-node communications and per-node gradient evaluations (computational cost) for the same required accuracy. | URI: | https://open.uns.ac.rs/handle/123456789/17940 | ISSN: | 1053-587X | DOI: | 10.1109/TSP.2016.2560133 |
Налази се у колекцијама: | FTN Publikacije/Publications |
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