Asynchronous Optimization Over Heterogeneous Networks via Consensus ADMM

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An asynchronous and distributed alternating directions method of multipliers (ADMM) method that allows the nodes to defer or skip the computation and transmission of updates is proposed in the paper. The proposed algorithm utilizes different approximations in the update step, resulting in proximal and majorized ADMM variants. Both variants are shown to converge to a local minimum, under certain regularity conditions. The proposed asynchronous algorithms are also applied to the problem of cooperative localization in wireless ad hoc networks, where it is shown to outperform the other state-of-the-art localization algorithms.Comment: Submitted to Transactions on signal and information processing over Network

Asynchronous ADMM for Distributed Non-Convex Optimization in Power Systems

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require synchronization of all workers at each iteration, which is hard to scale and could result in the under-utilization of computation resources due to the heterogeneity of the subproblems. To address those limitations of synchronous schemes, this paper proposes an asynchronous distributed optimization method based on the Alternating Direction Method of Multipliers (ADMM) for non-convex optimization. The proposed method only requires local communications and allows each worker to perform local updates with information from a subset of but not all neighbors. We provide sufficient conditions on the problem formulation, the choice of algorithm parameter and network delay, and show that under those mild conditions, the proposed asynchronous ADMM method asymptotically converges to the KKT point of the non-convex problem. We validate the effectiveness of asynchronous ADMM by applying it to the Optimal Power Flow problem in multiple power systems and show that the convergence of the proposed asynchronous scheme could be faster than its synchronous counterpart in large-scale applications

Unwrapping ADMM: Efficient Distributed Computing via Transpose Reduction

Recent approaches to distributed model fitting rely heavily on consensus ADMM, where each node solves small sub-problems using only local data. We propose iterative methods that solve {\em global} sub-problems over an entire distributed dataset. This is possible using transpose reduction strategies that allow a single node to solve least-squares over massive datasets without putting all the data in one place. This results in simple iterative methods that avoid the expensive inner loops required for consensus methods. To demonstrate the efficiency of this approach, we fit linear classifiers and sparse linear models to datasets over 5 Tb in size using a distributed implementation with over 7000 cores in far less time than previous approaches

Impact of Communication Delay on Asynchronous Distributed Optimal Power Flow Using ADMM

Distributed optimization has attracted lots of attention in the operation of power systems in recent years, where a large area is decomposed into smaller control regions each solving a local optimization problem with periodic information exchange with neighboring regions. However, most distributed optimization methods are iterative and require synchronization of all regions at each iteration, which is hard to achieve without a centralized coordinator and might lead to under-utilization of computation resources due to the heterogeneity of the regions. To address such limitations of synchronous schemes, this paper investigates the applicability of asynchronous distributed optimization methods to power system optimization. Particularly, we focus on solving the AC Optimal Power Flow problem and propose an algorithmic framework based on the Alternating Direction Method of Multipliers (ADMM) method that allows the regions to perform local updates with information received from a subset of but not all neighbors. Through experimental studies, we demonstrate that the convergence performance of the proposed asynchronous scheme is dependent on the communication delay of passing messages among the regions. Under mild communication delays, the proposed scheme can achieve comparable or even faster convergence compared with its synchronous counterpart, which can be used as a good alternative to centralized or synchronous distributed optimization approaches.Comment: SmartGridComm 201

An Asynchronous, Decentralized Solution Framework for the Large Scale Unit Commitment Problem

With increased reliance on cyber infrastructure, large scale power networks face new challenges owing to computational scalability. In this paper we focus on developing an asynchronous decentralized solution framework for the Unit Commitment(UC) problem for large scale power networks. We exploit the inherent asynchrony in a region based decomposition arising out of imbalance in regional subproblems to boost computational efficiency. A two phase algorithm is proposed that relies on the convex relaxation and privacy preserving valid inequalities in order to deliver algorithmic improvements. Our algorithm employs a novel interleaved binary mechanism that locally switches from the convex subproblem to its binary counterpart based on consistent local convergent behavior. We develop a high performance computing (HPC) oriented software framework that uses Message Passing Interface (MPI) to drive our benchmark studies. Our simulations performed on the IEEE 3012 bus case are benchmarked against the centralized and a state of the art synchronous decentralized method. The results demonstrate that the asynchronous method improves computational efficiency by a significant amount and provides a competitive solution quality rivaling the benchmark methods

Asynchronous Incremental Stochastic Dual Descent Algorithm for Network Resource Allocation

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as energy and bandwidth are divided among nodes to satisfy certain long-term objectives. This paper proposes an asynchronous incremental dual decent resource allocation algorithm that utilizes delayed stochastic {gradients} for carrying out its updates. The proposed algorithm is well-suited to heterogeneous networks as it allows the computationally-challenged or energy-starved nodes to, at times, postpone the updates. The asymptotic analysis of the proposed algorithm is carried out, establishing dual convergence under both, constant and diminishing step sizes. It is also shown that with constant step size, the proposed resource allocation policy is asymptotically near-optimal. An application involving multi-cell coordinated beamforming is detailed, demonstrating the usefulness of the proposed algorithm

Asynchronous Decentralized Parallel Stochastic Gradient Descent

Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a parameter server suffer from 1) communication bottleneck at parameter servers when workers are many, and 2) significantly worse convergence when the traffic to parameter server is congested. Can we design an algorithm that is robust in a heterogeneous environment, while being communication efficient and maintaining the best-possible convergence rate? In this paper, we propose an asynchronous decentralized stochastic gradient decent algorithm (AD-PSGD) satisfying all above expectations. Our theoretical analysis shows AD-PSGD converges at the optimal $O(1/\sqrt{K})$ rate as SGD and has linear speedup w.r.t. number of workers. Empirically, AD-PSGD outperforms the best of decentralized parallel SGD (D-PSGD), asynchronous parallel SGD (A-PSGD), and standard data parallel SGD (AllReduce-SGD), often by orders of magnitude in a heterogeneous environment. When training ResNet-50 on ImageNet with up to 128 GPUs, AD-PSGD converges (w.r.t epochs) similarly to the AllReduce-SGD, but each epoch can be up to 4-8X faster than its synchronous counterparts in a network-sharing HPC environment. To the best of our knowledge, AD-PSGD is the first asynchronous algorithm that achieves a similar epoch-wise convergence rate as AllReduce-SGD, at an over 100-GPU scale

Asynchronous Distributed ADMM for Large-Scale Optimization- Part I: Algorithm and Convergence Analysis

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can be used to solve the consensus problem in a fully parallel fashion over a computer network with a star topology. However, traditional synchronized computation does not scale well with the problem size, as the speed of the algorithm is limited by the slowest workers. This is particularly true in a heterogeneous network where the computing nodes experience different computation and communication delays. In this paper, we propose an asynchronous distributed ADMM (AD-AMM) which can effectively improve the time efficiency of distributed optimization. Our main interest lies in analyzing the convergence conditions of the AD-ADMM, under the popular partially asynchronous model, which is defined based on a maximum tolerable delay of the network. Specifically, by considering general and possibly non-convex cost functions, we show that the AD-ADMM is guaranteed to converge to the set of Karush-Kuhn-Tucker (KKT) points as long as the algorithm parameters are chosen appropriately according to the network delay. We further illustrate that the asynchrony of the ADMM has to be handled with care, as slightly modifying the implementation of the AD-ADMM can jeopardize the algorithm convergence, even under a standard convex setting.Comment: 37 page

Revisiting Large Scale Distributed Machine Learning

Nowadays, with the widespread of smartphones and other portable gadgets equipped with a variety of sensors, data is ubiquitous available and the focus of machine learning has shifted from being able to infer from small training samples to dealing with large scale high-dimensional data. In domains such as personal healthcare applications, which motivates this survey, distributed machine learning is a promising line of research, both for scaling up learning algorithms, but mostly for dealing with data which is inherently produced at different locations. This report offers a thorough overview of and state-of-the-art algorithms for distributed machine learning, for both supervised and unsupervised learning, ranging from simple linear logistic regression to graphical models and clustering. We propose future directions for most categories, specific to the potential personal healthcare applications. With this in mind, the report focuses on how security and low communication overhead can be assured in the specific case of a strictly client-server architectural model. As particular directions we provides an exhaustive presentation of an empirical clustering algorithm, k-windows, and proposed an asynchronous distributed machine learning algorithm that would scale well and also would be computationally cheap and easy to implement

Distributed Optimization for Smart Cyber-Physical Networks

The presence of embedded electronics and communication capabilities as well as sensing and control in smart devices has given rise to the novel concept of cyber-physical networks, in which agents aim at cooperatively solving complex tasks by local computation and communication. Numerous estimation, learning, decision and control tasks in smart networks involve the solution of large-scale, structured optimization problems in which network agents have only a partial knowledge of the whole problem. Distributed optimization aims at designing local computation and communication rules for the network processors allowing them to cooperatively solve the global optimization problem without relying on any central unit. The purpose of this survey is to provide an introduction to distributed optimization methodologies. Principal approaches, namely (primal) consensus-based, duality-based and constraint exchange methods, are formalized. An analysis of the basic schemes is supplied, and state-of-the-art extensions are reviewed