首页> 外文会议>IEEE Annual Conference on Decision and Control >Asynchronous Distributed Optimization via Dual Decomposition and Block Coordinate Ascent
【24h】

Asynchronous Distributed Optimization via Dual Decomposition and Block Coordinate Ascent

机译:异步分布式优化通过双分解和块坐标上升

获取原文

摘要

We study a class of distributed optimization problems of minimizing the sum of potentially non-differentiable convex objective functions (without requiring strong convexity). A novel approach to the analysis of asynchronous distributed optimization is developed. An iterative algorithm based on dual decomposition and block coordinate ascent is implemented in an edge based manner. We extend available results in the literature by allowing multiple and potentially overlapping blocks to be updated at the same time with non-uniform probabilities assigned to different blocks. Sublinear convergence with probability one is proved for the algorithm under the aforementioned weak assumptions. A numerical example is provided to illustrate the effectiveness of the algorithm.
机译:我们研究了一类分布式优化问题,最大限度地减少了潜在的非可分子凸面物镜功能(不需要强大的凸起)。开发了一种新的异步分布式优化分析的方法。基于边缘的方式实现基于双分解和块坐标升级的迭代算法。我们通过允许使用分配给不同块的非统一概率来更新文献中的可用结果。在上述弱假设下,证明了具有概率的概率的汇总收敛。提供了一个数值示例以说明算法的有效性。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号