TY - GEN
T1 - Distributed optimization of strongly convex functions on directed time-varying graphs
AU - Nedic, Angelia
AU - Olshevsky, Alex
PY - 2013
Y1 - 2013
N2 - We investigate the convergence rate of the recently proposed subgadient-push method for distributed separable optimization over time-varying directed graphs. The algorithm requires no knowledge of either the number of agents or the graph sequence to implement, nor the use of doubly stochastic weights. We show that the algorithm converges at a rate of O(ln t/t) for strongly convex functions. The proportionality constant in the rate estimate depends on some problem parameters, the initial values at the nodes, the speed of the network information diffusion, and the imbalances of influence among the nodes.
AB - We investigate the convergence rate of the recently proposed subgadient-push method for distributed separable optimization over time-varying directed graphs. The algorithm requires no knowledge of either the number of agents or the graph sequence to implement, nor the use of doubly stochastic weights. We show that the algorithm converges at a rate of O(ln t/t) for strongly convex functions. The proportionality constant in the rate estimate depends on some problem parameters, the initial values at the nodes, the speed of the network information diffusion, and the imbalances of influence among the nodes.
UR - http://www.scopus.com/inward/record.url?scp=84897687535&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84897687535&partnerID=8YFLogxK
U2 - 10.1109/GlobalSIP.2013.6736882
DO - 10.1109/GlobalSIP.2013.6736882
M3 - Conference contribution
AN - SCOPUS:84897687535
SN - 9781479902484
T3 - 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings
SP - 329
EP - 332
BT - 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings
T2 - 2013 1st IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013
Y2 - 3 December 2013 through 5 December 2013
ER -