论文标题
复合优化的分布式算法:统一框架和收敛分析
Distributed Algorithms for Composite Optimization: Unified Framework and Convergence Analysis
论文作者
论文摘要
我们研究了网络上的分布式复合优化:代理最大程度地减少了平滑(强)凸功能的总和,代理的总和以及非平滑(扩展价值)凸点。我们为此类问题提出了一个通用的统一算法框架,并提供了统一的收敛分析,利用了操作员分裂理论。我们方案的区分特征是:(i)当试剂的功能强烈凸面时,算法以线性速率收敛,其依赖于代理的函数和网络拓扑的依赖性,与集中优化的典型速率匹配;速率表达在现有结果上有所改善; (ii)当目标函数为凸(但不是强凸)时,与(i)中的类似分离是为证明的sublinear速率的系数建立的; (iii)算法可以调整通信数和计算数量之间的比率,以实现与网络连接无关的速率(在计算方面); (iv)我们的分析的副产品是针对几种现有(非加速)分布式算法的调整建议,得出的算法得出最快(最坏情况)的收敛率。这是第一次适用于复合优化的一般分布式算法框架享有所有此类属性。
We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic framework for such a class of problems and provide a unified convergence analysis leveraging the theory of operator splitting. Distinguishing features of our scheme are: (i) When the agents' functions are strongly convex, the algorithm converges at a linear rate, whose dependence on the agents' functions and network topology is decoupled, matching the typical rates of centralized optimization; the rate expression improves on existing results; (ii) When the objective function is convex (but not strongly convex), similar separation as in (i) is established for the coefficient of the proved sublinear rate; (iii) The algorithm can adjust the ratio between the number of communications and computations to achieve a rate (in terms of computations) independent on the network connectivity; and (iv) A by-product of our analysis is a tuning recommendation for several existing (non accelerated) distributed algorithms yielding the fastest provably (worst-case) convergence rate. This is the first time that a general distributed algorithmic framework applicable to composite optimization enjoys all such properties.