Corpus ID: 36488818

On the Linear Convergence of Distributed Optimization over Directed Graphs

@article{Xi2015OnTL,
  title={On the Linear Convergence of Distributed Optimization over Directed Graphs},
  author={Chenguang Xi and Usman A. Khan},
  journal={arXiv: Optimization and Control},
  year={2015}
}
  • Chenguang Xi, Usman A. Khan
  • Published 2015
  • Mathematics
  • arXiv: Optimization and Control
  • This paper develops a fast distributed algorithm, termed \emph{DEXTRA}, to solve the optimization problem when~$n$ agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the communication between the agents is described by a~\emph{directed} graph. Existing algorithms solve the problem restricted to directed graphs with convergence rates of $O(\ln k/\sqrt{k})$ for general convex objective functions and $O(\ln k/k)$ when the… CONTINUE READING

    Figures and Tables from this paper.

    Citations

    Publications citing this paper.
    SHOWING 1-10 OF 38 CITATIONS, ESTIMATED 91% COVERAGE

    Fast distributed optimization over directed graphs

    VIEW 1 EXCERPT
    CITES BACKGROUND

    ADD-OPT: Accelerated Distributed Directed Optimization

    Distributed Subgradient Projection Algorithm Over Directed Graphs

    VIEW 5 EXCERPTS
    CITES BACKGROUND, METHODS & RESULTS

    Distributed convex optimization with a row-stochastic matrix over directed graphs

    DEXTRA: A Fast Algorithm for Optimization Over Directed Graphs

    VIEW 1 EXCERPT
    CITES METHODS

    Distributed dynamic optimization over directed graphs

    VIEW 1 EXCERPT
    CITES BACKGROUND

    Optimization over directed graphs: Linear convergence rate

    • Chenguang Xi, Usman A. Khan
    • Computer Science
    • 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    • 2017
    VIEW 9 EXCERPTS
    CITES METHODS & BACKGROUND

    FILTER CITATIONS BY YEAR

    2015
    2020

    CITATION STATISTICS

    • 3 Highly Influenced Citations

    References

    Publications referenced by this paper.
    SHOWING 1-10 OF 45 REFERENCES

    EXTRA: An Exact First-Order Algorithm for Decentralized Consensus Optimization

    VIEW 5 EXCERPTS
    HIGHLY INFLUENTIAL

    Distributed Subgradient Projection Algorithm Over Directed Graphs

    VIEW 1 EXCERPT

    Distributed optimization over time-varying directed graphs

    VIEW 1 EXCERPT

    On the Convergence of Decentralized Gradient Descent

    VIEW 3 EXCERPTS

    Graph balancing for distributed subgradient methods over directed graphs

    VIEW 1 EXCERPT

    Constrained Consensus and Optimization in Multi-Agent Networks

    VIEW 1 EXCERPT

    Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling

    VIEW 1 EXCERPT

    On the Linear Convergence of the ADMM in Decentralized Consensus Optimization