Innovation compression for communication-efficient distributed optimization with linear convergence

Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly convex optimization problems. By compressing innovation vectors,...

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Main Authors: Zhang, Jiaqi, You, Keyou, Xie, Lihua
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2023
Subjects:
Online Access:https://hdl.handle.net/10356/170700
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author Zhang, Jiaqi
You, Keyou
Xie, Lihua
author2 School of Electrical and Electronic Engineering
author_facet School of Electrical and Electronic Engineering
Zhang, Jiaqi
You, Keyou
Xie, Lihua
author_sort Zhang, Jiaqi
collection NTU
description Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly convex optimization problems. By compressing innovation vectors, which are the differences between decision vectors and their estimates, COLD achieves linear convergence for a class of δ-contracted compressors, and we explicitly quantify how the compression affects the convergence rate. Interestingly, our results strictly improve existing results for the quantized consensus problem. Numerical experiments demonstrate the advantages of COLD under different compressors.
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spelling ntu-10356/1707002023-09-26T06:01:44Z Innovation compression for communication-efficient distributed optimization with linear convergence Zhang, Jiaqi You, Keyou Xie, Lihua School of Electrical and Electronic Engineering Engineering::Electrical and electronic engineering Distributed Optimization Linear Convergence Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly convex optimization problems. By compressing innovation vectors, which are the differences between decision vectors and their estimates, COLD achieves linear convergence for a class of δ-contracted compressors, and we explicitly quantify how the compression affects the convergence rate. Interestingly, our results strictly improve existing results for the quantized consensus problem. Numerical experiments demonstrate the advantages of COLD under different compressors. This work was supported by Technology and Innovation Major Project of the Ministry of Science and Technology of China under Grant 2020AAA0108403, the National Natural Science Foundation of China under Grant no. 62033006 and Tsinghua University Initiative Scientific Research Program. 2023-09-26T03:14:59Z 2023-09-26T03:14:59Z 2023 Journal Article Zhang, J., You, K. & Xie, L. (2023). Innovation compression for communication-efficient distributed optimization with linear convergence. IEEE Transactions On Automatic Control, 1-8. https://dx.doi.org/10.1109/TAC.2023.3241771 0018-9286 https://hdl.handle.net/10356/170700 10.1109/TAC.2023.3241771 2-s2.0-85148447851 1 8 en IEEE Transactions on Automatic Control © 2023 IEEE. All rights reserved.
spellingShingle Engineering::Electrical and electronic engineering
Distributed Optimization
Linear Convergence
Zhang, Jiaqi
You, Keyou
Xie, Lihua
Innovation compression for communication-efficient distributed optimization with linear convergence
title Innovation compression for communication-efficient distributed optimization with linear convergence
title_full Innovation compression for communication-efficient distributed optimization with linear convergence
title_fullStr Innovation compression for communication-efficient distributed optimization with linear convergence
title_full_unstemmed Innovation compression for communication-efficient distributed optimization with linear convergence
title_short Innovation compression for communication-efficient distributed optimization with linear convergence
title_sort innovation compression for communication efficient distributed optimization with linear convergence
topic Engineering::Electrical and electronic engineering
Distributed Optimization
Linear Convergence
url https://hdl.handle.net/10356/170700
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AT youkeyou innovationcompressionforcommunicationefficientdistributedoptimizationwithlinearconvergence
AT xielihua innovationcompressionforcommunicationefficientdistributedoptimizationwithlinearconvergence