Linearly Convergent Second-Order Distributed Optimization Algorithms

• 成果类型: Article
• 署名作者: Qu, Zhihai; Li, Xiuxian; Li, Li; Hong, Yiguang
• 署名单位: Tongji University; Tongji University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2024.3360287
• 发表日期: 2024
• 页码: 5431-5438
• 关键词: convergence; optimization; COSTS; Three-dimensional displays; Taylor series; linear programming; Lagrangian functions; Adapt-then-combine (ATC) diffusion; distributed optimization; primal-dual method; second-order method

摘要

This article studies distributed optimization problems whose goal is to minimize the sum of cost functions located among agents in a network, where communications are described by a connected and undirected graph. Two novel second-order methods with adapt-then-combine strategy are developed. For the algorithms, explicit convergence rates are established under strongly convex and the Lipschitz gradient assumptions. Finally, numerical examples demonstrate the efficiency of algorithms and are in line with theoretical results.