Distributed Convex Optimization with Limited Communications

Milind Rao, Stefano Rini, Andrea Goldsmith

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

In this paper, a distributed convex optimization algorithm, termed distributed coordinate dual averaging (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with limited communication among nodes in the network. Currently known distributed subgradient descent methods, such as the distributed dual averaging or the distributed alternating direction method of multipliers, assume that nodes can exchange messages of large cardinality. Such an assumption on the network communication capabilities is not valid in many scenarios of practical relevance. To address this setting, we propose the DCDA algorithm as a distributed convex optimization algorithm in which the communication between nodes in each round is restricted to a fixed number of dimensions. We bound the rate of convergence under different communication protocols and network architectures for this algorithm. We also consider the extensions to the cases of imperfect gradient knowledge and when transmitted messages are corrupted by additive noise or are quantized. Numerical simulations demonstrating the performance of DCDA in these different settings are also provided.

Original languageEnglish
Title of host publication2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4604-4608
Number of pages5
ISBN (Electronic)9781479981311
DOIs
StatePublished - 1 May 2019
Event44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Brighton, United Kingdom
Duration: 12 May 201917 May 2019

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2019-May
ISSN (Print)1520-6149

Conference

Conference44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019
CountryUnited Kingdom
CityBrighton
Period12/05/1917/05/19

Keywords

  • convex analysis
  • Distributed optimization
  • subgradient descent methods
  • wireless communications

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    Rao, M., Rini, S., & Goldsmith, A. (2019). Distributed Convex Optimization with Limited Communications. In 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings (pp. 4604-4608). [8682453] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2019-May). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2019.8682453