Year: 2025
Type: article
Abstract: . This paper studies sequences of graphs satisfying the finite-time consensus property (i.e., iterating through such a finite sequence is equivalent to performing global or exact averaging) and their use in the decentralized optimization algorithm Gradient Tracking. For each of the studied graph sequences, we provide an explicit weight matrix representation and prove their finite-time consensus property. Moreover, we incorporate such topology sequences into Gradient Tracking and present a new algorithmic scheme called Gradient Tracking for Finite-Time Consensus Topologies (GT-FT). We analyze the new scheme for nonconvex problems with stochastic gradient estimates. Our analysis shows that the convergence rate of GT-FT does not depend on the heterogeneity of the agents’ functions or the connectivity of any individual graph in the topology sequence. Furthermore, owing to the sparsity of the graphs, GT-FT requires lower communication costs than Gradient Tracking using the static counterpart of the topology sequence.
Source: SIAM Journal on Optimization
DOI: 10.1137/24m1661455
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W4409867749
