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research article

Decentralized Proximal Gradient Algorithms With Linear Convergence Rates

Alghunaim, Sulaiman A.  
•
Ryu, Ernest K.
•
Yuan, Kun  
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June 1, 2021
Ieee Transactions On Automatic Control

This article studies a class of nonsmooth decentralized multiagent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common nonsmooth term. We propose a general primal-dual algorithmic framework that unifies many existing state-of-the-art algorithms. We establish linear convergence of the proposed method to the exact minimizer in the presence of the nonsmooth term. Moreover, for the more general class of problems with agent specific nonsmooth terms, we show that linear convergence cannot be achieved (in the worst case) for the class of algorithms that uses the gradients and the proximal mappings of the smooth and nonsmooth parts, respectively. We further provide a numerical counterexample that shows how some state-of-the-art algorithms fail to converge linearly for strongly convex objectives and different local non smooth terms.

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Type
research article
DOI
10.1109/TAC.2020.3009363
Web of Science ID

WOS:000655245800028

Author(s)
Alghunaim, Sulaiman A.  
Ryu, Ernest K.
Yuan, Kun  
Sayed, Ali H.  
Date Issued

2021-06-01

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

Published in
Ieee Transactions On Automatic Control
Volume

66

Issue

6

Start page

2787

End page

2794

Subjects

Automation & Control Systems

•

Engineering, Electrical & Electronic

•

Engineering

•

symmetric matrices

•

convergence

•

electronic mail

•

cost function

•

convex functions

•

approximation algorithms

•

decentralized optimization

•

diffusion

•

gradient tracking

•

linear convergence

•

proximal gradient algorithms

•

unified decentralized algorithm

•

distributed optimization

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ASL  
Available on Infoscience
June 19, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/179116
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