Network Topology and Communication-Computation Tradeoffs in Decentralized Optimization

In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset of the nodes. Motivated by a variety of applications..decen...

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Published in:	Proceedings of the IEEE Vol. 106; no. 5; pp. 953 - 976
Main Authors:	Nedic, Angelia, Olshevsky, Alex, Rabbat, Michael G.
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.05.2018 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithms Computer architecture Consensus algorithms Convergence Decentralized control distributed averaging distributed optimization gossip algorithms Graph theory Linear programming multiagent systems Multiple robots Network topologies Network topology Optimization Peer-to-peer computing
ISSN:	0018-9219, 1558-2256
Online Access:	Get full text
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Abstract	In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset of the nodes. Motivated by a variety of applications..decentralized estimation in sensor networks, fitting models to massive data sets, and decentralized control of multirobot systems, to name a few..significant advances have been made toward the development of robust, practical algorithms with theoretical performance guarantees. This paper presents an overview of recent work in this area. In general, rates of convergence depend not only on the number of nodes involved and the desired level of accuracy, but also on the structure and nature of the network over which nodes communicate (e.g., whether links are directed or undirected, static or time varying). We survey the state-of-theart algorithms and their analyses tailored to these different scenarios, highlighting the role of the network topology.
AbstractList	In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset of the nodes. Motivated by a variety of applications..decentralized estimation in sensor networks, fitting models to massive data sets, and decentralized control of multirobot systems, to name a few..significant advances have been made toward the development of robust, practical algorithms with theoretical performance guarantees. This paper presents an overview of recent work in this area. In general, rates of convergence depend not only on the number of nodes involved and the desired level of accuracy, but also on the structure and nature of the network over which nodes communicate (e.g., whether links are directed or undirected, static or time varying). We survey the state-of-theart algorithms and their analyses tailored to these different scenarios, highlighting the role of the network topology.
Author	Nedic, Angelia Rabbat, Michael G. Olshevsky, Alex
Author_xml	– sequence: 1 givenname: Angelia orcidid: 0000-0001-9365-6321 surname: Nedic fullname: Nedic, Angelia email: angelia.nedich@asu.edu organization: School of Electrical, Computer, and Energy Engineering, Arizona State University, Tempe, AZ, USA – sequence: 2 givenname: Alex orcidid: 0000-0002-5852-9789 surname: Olshevsky fullname: Olshevsky, Alex email: alexols@bu.edu organization: Department of Electrical and Computer Engineering, Boston University, Boston, MA, USA – sequence: 3 givenname: Michael G. orcidid: 0000-0003-0536-7904 surname: Rabbat fullname: Rabbat, Michael G. email: mikerabbat@fb.com organization: Facebook Artificial Intelligence Research, Montréal, QC, Canada
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Snippet	In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions....
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SubjectTerms	Algorithms Computer architecture Consensus algorithms Convergence Decentralized control distributed averaging distributed optimization gossip algorithms Graph theory Linear programming multiagent systems Multiple robots Network topologies Network topology Optimization Peer-to-peer computing
Title	Network Topology and Communication-Computation Tradeoffs in Decentralized Optimization
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