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报告8:Accelerated Decentralized Gradient Method Over Unbalanced Directed Graphs
2024/10/21 来源: 编辑:


报告人:严明 (香港中文大学)


报告题目:Accelerated Decentralized Gradient Method Over Unbalanced Directed Graphs


摘要: We consider the decentralized optimization problem, where a network of agents aims to minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph. To tackle this problem, we propose two accelerated gradient tracking methods, namely APD and APD-SC, for non-strongly convex and strongly convex objective functions, respectively. We show that APD and APD-SC converge at the rates O(1/k^2) and O((1-C\sqrt{\mu/L})^k), respectively, up to constant factors depending only on the mixing matrix. APD and APD-SC are the first decentralized methods over unbalanced directed graphs that achieve the same provable acceleration as centralized methods.

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