Distributed subgradient methods and quantization effects

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2008, Pages 4177-4184

  Nedić, Angelia ^a   Olshevsky, Alex ^b   Ozdaglar, Asuman ^b   Tsitsiklis, John N ^b  

^a University of Illinois at Urbana Champaign   (United States)

^b USA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL ENGINEERING;

CONVERGENCE RATES; DISTRIBUTED AVERAGING; NETWORK OF AGENTS; OBJECTIVE FUNCTIONS; QUANTIZATION EFFECTS; QUANTIZATION LEVELS; SUB-GRADIENT METHODS; UNCONSTRAINED OPTIMIZATION PROBLEMS;

OPTIMIZATION;

EID: 62949102367     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2008.4738860     Document Type: Conference Paper

References (27)

1. D. P. Bertsekas, Nonlinear programming, Athena Scientific, Cambridge, Massachusetts, 1999.
2. D. P. Bertsekas, A. Nedić, and A. E. Ozdaglar, Convex analysis and optimization, Athena Scientific, Cambridge, Massachusetts, 2003.
3. D. P. Bertsekas and J. N. Tsitsiklis, Parallel and distributed computation: Numerical methods, Athena Scientific, Belmont, MA, 1997.
4. S. Boyd, A. Ghosh, B. Prabhakar, and D. Shah, Gossip algorithms: Design, analysis, and applications, Proceedings of IEEE INFOCOM, 2005.
5. M. Cao, D. A. Spielman, and A. S. Morse, A lower bound on convergence of a distributed network consensus algorithm, Proceedings of IEEE CDC, 2005.
6. R. Carli, F. Fagnani, P. Frasca, T. Taylor, and S. Zampieri, Average consensus on networks with transmission noise or quantization, Proc. of European Control Conference, 2007.
7. R. Carli, F. Fagnani, A. Speranzon, and S. Zampieri, Communication constraints in coordinated consensus problems, Proceedings of IEEE ACC, 2006.
8. J.-B. Hiriart-Urruty and C. Lemaréchal, Convex analysis and minimization algorithms, Springer-Verlag, Berlin, 1996.
9. A. Jadbabaie, J. Lin, and S. Morse, Coordination of groups of mobile autonomous agents using nearest neighbor rules, IEEE Transactions on Automatic Control 48 (2003), no. 6, 988-1001.
10. A. Kashyap, T. Basar, and R. Srikant, Quantized consensus, Automatica 43 (2007), no. 7, 1192-1203.
11. F. P. Kelly, A. K. Maulloo, and D. K. Tan, Rate control for communication networks: shadow prices, proportional fairness, and stability, Journal of the Operational Research Society 49 (1998), 237-252.
12. S. Low and D. E. Lapsley, Optimization flow control, I: Basic algorithm and convergence, IEEE/ACM Transactions on Networking 7 (1999), no. 6, 861-874.
13. A. Nedić, A. Olshevsky, A. Ozdaglar, and J. N. Tsitsiklis, On distributed averaging algorithms and quantization effects, Tech. Report LIDS 2778, MIT, 2007.
14. A. Nedić and A. Ozdaglar, On the rate of convergence of distributed subgradient methods for multi-agent optimization, Proceedings of IEEE CDC, 2007.
15. -, Distributed subgradient methods for multi-agent optimization, IEEE Transactions on Automatic Control, forthcoming.
16. R. Olfati-Saber and R. M. Murray, Consensus problems in networks of agents with switching topology and time-delays, IEEE Transactions on Automatic Control 49 (2004), no. 9, 1520-1533.
17. A. Olshevsky and J. N. Tsitsiklis, Convergence rates in distributed consensus and averaging, Proceedings of IEEE CDC, 2006.
18. -, Convergence speed in distributed consensus and averaging, forthcoming in SIAM Journal on Control and Optimization, 2008.
19. B. T. Polyak, A general method for solving extremum problems, Soviet Math. Doklady 8 (1967), no. 3, 593-597.
20. -, Introduction to optimisation, Optimization Software, Inc., New York, 1987.
21. S. S. Ram, A. Nedić, and V. V. Veeravalli, Stochastic incremental gradient descent for estimation in sensor networks, Proc. of Asilomar, 2007.
22. N. Z. Shor, Minimization methods for nondifferentiable functions, Translated from Russian by K. C. Kiwiel and A. Ruszczynski, Springer, Berlin, 1985.
23. R. Srikant, Mathematics of Internet congestion control, Birkhauser, 2004.
24. J. N. Tsitsiklis, Problems in decentralized decision making and computation, Ph. D. thesis, Dept. of Electrical Engineering and Computer Science, MIT, 1984.
25. J. N. Tsitsiklis, D. P. Bertsekas, and M. Athans, Distributed asynchronous deterministic and stochastic gradient optimization algorithms, IEEE Transactions on Automatic Control 31 (1986), no. 9, 803-812.
26. T. Vicsek, A. Czirok, E. Ben-Jacob, I. Cohen, and O. Schochet, Novel type of phase transitions in a system of self-driven particles, Physical Review Letters 75 (1995), no. 6, 1226-1229.
27. L. Xiao, S. Boyd, and S. Lall, A space-time diffusion scheme for peer-to-peer least-squares estimation, Proc. of IPSN, 2006.