Estimation Network Design framework for efficient distributed optimization

Fuente: arXiv
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Main Authors: Bianchi, Mattia, Grammatico, Sergio
Format: Preprint
Published: 2024
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author Bianchi, Mattia
Grammatico, Sergio
author_facet Bianchi, Mattia
Grammatico, Sergio
contents Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small portion of the decision vector: this sparsity is typically ignored in distributed algorithms, while it could be leveraged to improve efficiency and scalability. To address this issue, our recent paper introduces Estimation Network Design (END), a graph theoretical language for the analysis and design of distributed iterations. END algorithms can be tuned to exploit the sparsity of specific problem instances, reducing communication overhead and minimizing redundancy, yet without requiring case-by-case convergence analysis. In this paper, we showcase the flexility of END in the context of distributed optimization. In particular, we study the sparsity-aware version of many established methods, including ADMM, AugDGM and Push-Sum DGD. Simulations on an estimation problem in sensor networks demonstrate that END algorithms can boost convergence speed and greatly reduce the communication and memory cost.
format Preprint
id arxiv_https___arxiv_org_abs_2404_15273
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Estimation Network Design framework for efficient distributed optimization
Bianchi, Mattia
Grammatico, Sergio
Optimization and Control
Distributed, Parallel, and Cluster Computing
Machine Learning
Multiagent Systems
Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small portion of the decision vector: this sparsity is typically ignored in distributed algorithms, while it could be leveraged to improve efficiency and scalability. To address this issue, our recent paper introduces Estimation Network Design (END), a graph theoretical language for the analysis and design of distributed iterations. END algorithms can be tuned to exploit the sparsity of specific problem instances, reducing communication overhead and minimizing redundancy, yet without requiring case-by-case convergence analysis. In this paper, we showcase the flexility of END in the context of distributed optimization. In particular, we study the sparsity-aware version of many established methods, including ADMM, AugDGM and Push-Sum DGD. Simulations on an estimation problem in sensor networks demonstrate that END algorithms can boost convergence speed and greatly reduce the communication and memory cost.
title Estimation Network Design framework for efficient distributed optimization
topic Optimization and Control
Distributed, Parallel, and Cluster Computing
Machine Learning
Multiagent Systems
url https://arxiv.org/abs/2404.15273