4.7 Article

Triggered Gradient Tracking for asynchronous distributed optimization

期刊

AUTOMATICA
卷 147, 期 -, 页码 -

出版社

PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2022.110726

关键词

Distributed optimization; Multi-agent systems; Large scale optimization problems and methods

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This paper proposes a distributed optimization algorithm ASYNCHRONOUS TRIGGERED GRADIENT TRACKING to solve consensus optimization over networks with asynchronous communication. It introduces two triggered versions of the algorithm, one in synchronous and the other in asynchronous way. The stability analysis and simulations show that both versions achieve exponential stability for any estimate initialization and improve the performance of inter-agent communication.
This paper proposes ASYNCHRONOUS TRIGGERED GRADIENT TRACKING, i.e., a distributed optimization algorithm to solve consensus optimization over networks with asynchronous communication. As a building block, we devise the continuous-time counterpart of the recently proposed (discrete-time) distributed gradient tracking called CONTINUOUS GRADIENT TRACKING. By using a Lyapunov approach, we prove exponential stability of the equilibrium corresponding to agents' estimates being consensual to the optimal solution, with arbitrary initialization of the local estimates. Then, we propose two triggered versions of the algorithm. In the first one, the agents continuously integrate their local dynamics and exchange with neighbors their current local variables in a synchronous way. In ASYNCHRONOUS TRIGGERED GRADIENT TRACKING, we propose a totally asynchronous scheme in which each agent sends to neighbors its current local variables based on a triggering condition that depends on a locally verifiable condition. The triggering protocol preserves the linear convergence of the algorithm and avoids the Zeno behavior, i.e., an infinite number of triggering events over a finite interval of time is excluded. By using the stability analysis of CONTINUOUS GRADIENT TRACKING as a preparatory result, we show exponential stability of the equilibrium point holds for both triggered algorithms and any estimate initialization. Finally, the simulations validate the effectiveness of the proposed methods on a data analytics problem, showing also improved performance in terms of inter-agent communication. (c) 2022 Elsevier Ltd. All rights reserved.

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