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Towards Accelerated Rates for Distributed Optimization over Time-Varying Networks

Authors :
Dmitry Kovalev
Alexander Gasnikov
Vladislav Lukoshkin
Egor Shulgin
Alexander Rogozin
Source :
Optimization and Applications ISBN: 9783030910587, OPTIMA
Publication Year :
2021
Publisher :
Springer International Publishing, 2021.

Abstract

We study the problem of decentralized optimization with strongly convex smooth cost functions. This paper investigates accelerated algorithms under time-varying network constraints. In our approach, nodes run a multi-step gossip procedure after taking each gradient update, thus ensuring approximate consensus at each iteration. The outer cycle is based on accelerated Nesterov scheme. Both computation and communication complexities of our method have an optimal dependence on global function condition number \(\kappa _g\). In particular, the algorithm reaches an optimal computation complexity \(O(\sqrt{\kappa _g}\log (1/\varepsilon ))\).

Details

ISBN :
978-3-030-91058-7
ISBNs :
9783030910587
Database :
OpenAIRE
Journal :
Optimization and Applications ISBN: 9783030910587, OPTIMA
Accession number :
edsair.doi...........ded3292f206e2d5da75793590ec31cf4