Gradient Tracking: A Unified Approach to Smooth Distributed Optimization

In this work, we study the classical distributed optimization problem over digraphs, where the objective function is a sum of smooth local functions. Inspired by the implicit tracking mechanism proposed in our earlier work, we develop a unified algorithmic framework from a pure primal perspective, i...

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Veröffentlicht in:arXiv.org 2022-02
Hauptverfasser: Li, Jingwang, Su, Housheng
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Sprache:eng
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Zusammenfassung:In this work, we study the classical distributed optimization problem over digraphs, where the objective function is a sum of smooth local functions. Inspired by the implicit tracking mechanism proposed in our earlier work, we develop a unified algorithmic framework from a pure primal perspective, i.e., UGT, which is essentially a generalized gradient tracking method and can unify most existing distributed optimization algorithms with constant step-sizes. It is proved that two variants of UGT can both achieve linear convergence if the global objective function is strongly convex. Finally, the performance of UGT is evaluated by numerical experiments.
ISSN:2331-8422