Distributed Constrained Optimization With Delayed Subgradient Information Over Time-Varying Network Under Adaptive Quantization
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
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Detail(s)
Original language | English |
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Pages (from-to) | 143-156 |
Journal / Publication | IEEE Transactions on Neural Networks and Learning Systems |
Volume | 35 |
Issue number | 1 |
Online published | 12 May 2022 |
Publication status | Published - Jan 2024 |
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DOI | DOI |
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Attachment(s) | Documents
Publisher's Copyright Statement
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Link to Scopus | https://www.scopus.com/record/display.uri?eid=2-s2.0-85132521095&origin=recordpage |
Permanent Link | https://scholars.cityu.edu.hk/en/publications/publication(c6c762f0-ef88-4bdb-b6dc-1fca97a7b333).html |
Abstract
In this article, we consider a distributed constrained optimization problem with delayed subgradient information over the time-varying communication network, where each agent can only communicate with its neighbors and the communication channel has a limited data rate. We propose an adaptive quantization method to address this problem. A mirror descent algorithm with delayed subgradient information is established based on the theory of Bregman divergence. With a non-Euclidean Bregman projection-based scheme, the proposed method essentially generalizes many previous classical Euclidean projection-based distributed algorithms. Through the proposed adaptive quantization method, the optimal value without any quantization error can be obtained. Furthermore, comprehensive analysis on the convergence of the algorithm is carried out and our results show that the optimal convergence rate O(1/(T)1/2) can be obtained under appropriate conditions. Finally, numerical examples are presented to demonstrate the effectiveness of our results. © 2022 IEEE.
Research Area(s)
- Quantization (signal), Optimization, Mirrors, Convergence, Communication networks, Delay effects, Communication channels, Adaptive quantization, delayed subgradient information, distributed optimization, mirror descent algorithm, MIRROR-DESCENT ALGORITHM, MULTIAGENT OPTIMIZATION, CONSENSUS
Citation Format(s)
Distributed Constrained Optimization With Delayed Subgradient Information Over Time-Varying Network Under Adaptive Quantization. / Liu, Jie; Yu, Zhan; Ho, Daniel W. C.
In: IEEE Transactions on Neural Networks and Learning Systems, Vol. 35, No. 1, 01.2024, p. 143-156.
In: IEEE Transactions on Neural Networks and Learning Systems, Vol. 35, No. 1, 01.2024, p. 143-156.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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