Year: 2020
Type: preprint
Abstract: We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work [15], where a modified version of the subgradient-push algorithm is shown to be almost surely convergent to an optimizer on sequences of random directed graphs, we find an upper bound of the order of $\sim O(\frac{1}{\sqrt{t}})$ on the convergence rate of our proposed algorithm, establishing the first convergence bound in such random settings.
Source: arXiv (Cornell University)
Authors: Rezaeinia, Pouya, Gharesifard, Bahman
Language: English
Subfield: Computer Networks and Communications
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3088544644