화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.65, No.4, 1785-1791, 2020
Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph
Inspired by the subgradient push method developed recently by Nedic et al. we present a distributed dual averaging push algorithm for constrained nonsmooth convex optimization over time-varying directed graph. Our algorithm combines the dual averaging method with the push-sum technique and achieves an O(1/root k) convergence rate. Compared with the subgradient push algorithm, our algorithm, first, addresses the constrained problems, and, second, has a faster convergence rate, and, third, simplifies the convergence analysis. We also generalize the proposed algorithm so that input variables of subgradient oracles have guaranteed convergence.