Compressed Gradient Tracking Algorithms for Distributed Nonconvex Optimization
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arXiv
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| Main Authors: | , , , , , |
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| Format: | Preprint |
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2023
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| _version_ | 1866916607015518208 |
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| author | Xu, Lei Yi, Xinlei Wen, Guanghui Shi, Yang Johansson, Karl H. Yang, Tao |
| author_facet | Xu, Lei Yi, Xinlei Wen, Guanghui Shi, Yang Johansson, Karl H. Yang, Tao |
| contents | In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce three general classes of compressors, i.e., compressors with bounded relative compression error, compressors with globally bounded absolute compression error, and compressors with locally bounded absolute compression error. By integrating them with distributed gradient tracking algorithm, we then propose three compressed distributed nonconvex optimization algorithms. For each algorithm, we design a novel Lyapunov function to demonstrate its sublinear convergence to a stationary point if the local cost functions are smooth. Furthermore, when the global cost function satisfies the Polyak--Łojasiewicz (P--Ł) condition, we show that our proposed algorithms linearly converge to a global optimal point. It is worth noting that, for compressors with bounded relative compression error and globally bounded absolute compression error, our proposed algorithms' parameters do not require prior knowledge of the P--Ł constant. The theoretical results are illustrated by numerical examples, which demonstrate the effectiveness of the proposed algorithms in significantly reducing the communication burden while maintaining the convergence performance. Moreover, simulation results show that the proposed algorithms outperform state-of-the-art compressed distributed nonconvex optimization algorithms. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2310_18871 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Compressed Gradient Tracking Algorithms for Distributed Nonconvex Optimization Xu, Lei Yi, Xinlei Wen, Guanghui Shi, Yang Johansson, Karl H. Yang, Tao Optimization and Control In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce three general classes of compressors, i.e., compressors with bounded relative compression error, compressors with globally bounded absolute compression error, and compressors with locally bounded absolute compression error. By integrating them with distributed gradient tracking algorithm, we then propose three compressed distributed nonconvex optimization algorithms. For each algorithm, we design a novel Lyapunov function to demonstrate its sublinear convergence to a stationary point if the local cost functions are smooth. Furthermore, when the global cost function satisfies the Polyak--Łojasiewicz (P--Ł) condition, we show that our proposed algorithms linearly converge to a global optimal point. It is worth noting that, for compressors with bounded relative compression error and globally bounded absolute compression error, our proposed algorithms' parameters do not require prior knowledge of the P--Ł constant. The theoretical results are illustrated by numerical examples, which demonstrate the effectiveness of the proposed algorithms in significantly reducing the communication burden while maintaining the convergence performance. Moreover, simulation results show that the proposed algorithms outperform state-of-the-art compressed distributed nonconvex optimization algorithms. |
| title | Compressed Gradient Tracking Algorithms for Distributed Nonconvex Optimization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2310.18871 |