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- W2553170025 abstract "This paper considers a distributed optimization problem over a multi-agent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described by a emph{directed} graph. Existing distributed optimization algorithms for directed graphs require at least the knowledge of the neighbors' out-degree at each agent (due to the requirement of column-stochastic matrices). In contrast, our algorithm requires no such knowledge. Moreover, the proposed algorithm achieves the best known rate of convergence for this class of problems, $O(mu^k)$ for $0<mu<1$, where $k$ is the number of iterations, given that the objective functions are strongly-convex and have Lipschitz-continuous gradients. Numerical experiments are also provided to illustrate the theoretical findings." @default.
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- W2553170025 date "2016-11-18" @default.
- W2553170025 modified "2023-10-04" @default.
- W2553170025 title "Linear convergence in directed optimization with row-stochastic matrices" @default.
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