TY - GEN
T1 - Distributed Subgradient Algorithm Over Non-Independent Randomly Time-Varying Graphs
AU - Chen, Yan
AU - Fradkov, Alexander L.
AU - Fu, Keli
AU - Fu, Xiaozheng
AU - Li, Tao
N1 - Publisher Copyright:
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2024.
PY - 2024
Y1 - 2024
N2 - We investigate the distributed stochastic optimization by nodes over the uncertain communication topologies to cooperatively minimize a sum of strongly convex local cost functions. The communication topologies are described by a sequence of time-varying stochastic directed graphs, in which every node and edge corresponds to a local optimizer and a link. We prove that if the subgradients of the local cost functions are Lipschitz continuous and the sequence of directed graphs is conditionally balanced and uniformly conditionally jointly connected, then by properly choosing the algorithm step sizes, the convergence of all nodes’ states to the global optimal solution is achieved almost surely and in mean square.
AB - We investigate the distributed stochastic optimization by nodes over the uncertain communication topologies to cooperatively minimize a sum of strongly convex local cost functions. The communication topologies are described by a sequence of time-varying stochastic directed graphs, in which every node and edge corresponds to a local optimizer and a link. We prove that if the subgradients of the local cost functions are Lipschitz continuous and the sequence of directed graphs is conditionally balanced and uniformly conditionally jointly connected, then by properly choosing the algorithm step sizes, the convergence of all nodes’ states to the global optimal solution is achieved almost surely and in mean square.
KW - Distributed subgradient optimization
KW - Non-independent random time-varying graphs
UR - https://www.scopus.com/pages/publications/85213973776
U2 - 10.1007/978-3-031-77411-9_12
DO - 10.1007/978-3-031-77411-9_12
M3 - 会议稿件
AN - SCOPUS:85213973776
SN - 9783031774102
T3 - Lecture Notes in Networks and Systems
SP - 127
EP - 136
BT - Proceedings of the 8th International Scientific Conference “Intelligent Information Technologies for Industry” (IITI’24)
A2 - Kovalev, Sergey
A2 - Sukhanov, Andrey
A2 - Kotenko, Igor
A2 - Li, Yin
A2 - Li, Yao
PB - Springer Science and Business Media Deutschland GmbH
T2 - 8th International Scientific Conference on Intelligent Information Technologies for Industry, IITI 2024
Y2 - 1 November 2024 through 7 November 2024
ER -