Quantization Design for Distributed Optimization

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a limited data-rate. A common technique to address the latter limitation is to apply quantization to the exchanged information. We propose two distributed optimization algorithms with an iteratively refining quantization design based on the inexact proximal gradient method and its accelerated variant. We show that if the parameters of the quantizers, i.e. the number of bits and the initial quantization intervals, satisfy certain conditions, then the quantization error is bounded by a linearly decreasing function and the convergence of the distributed algorithms is guaranteed. Furthermore, we prove that after imposing the quantization scheme, the distributed algorithms still exhibit a linear convergence rate, and show complexity upper-bounds on the number of iterations to achieve a given accuracy. Finally, we demonstrate the performance of the proposed algorithms and the theoretical findings for solving a distributed optimal control problem

Quantization Design for Distributed Optimization

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbors and the channel has a limited data-rate. A common technique to address the latter limitation is to apply quantization to the exchanged information. We propose two distributed optimization algorithms with an iteratively refining quantization design based on the inexact proximal gradient method and its accelerated variant. We show that if the parameters of the quantizers, i.e., the number of bits and the initial quantization intervals, satisfy certain conditions, then the quantization error is bounded by a linearly decreasing function and the convergence of the distributed algorithms is guaranteed. Furthermore, we prove that after imposing the quantization scheme, the distributed algorithms still exhibit a linear convergence rate, and show complexity upper-bounds on the number of iterations to achieve a given accuracy. Finally, we demonstrate the performance of the proposed algorithms and the theoretical findings for solving a distributed optimal control problem

Quantization Design for Unconstrained Distributed Optimization

We consider an unconstrained distributed optimization problem and assume that the bit rate of the communication in the network is limited. We propose a distributed optimization algorithm with an iteratively refining quantization design, which bounds the quantization errors and ensures convergence to the global optimum. We present conditions on the bit rate and the initial quantization intervals for convergence, and show that as the bit rate increases, the corresponding minimum initial quantization intervals decrease. We prove that after imposing the quantization scheme, the algorithm still provides a linear convergence rate, and furthermore derive an upper bound on the number of iterations to achieve a given accuracy. Finally, we demonstrate the performance of the proposed algorithm and the theoretical findings for solving a randomly generated example of a distributed least squares problem

A penalty ADMM with quantized communication for distributed optimization over multi-agent systems

summary:In this paper, we design a distributed penalty ADMM algorithm with quantized communication to solve distributed convex optimization problems over multi-agent systems. Firstly, we introduce a quantization scheme that reduces the bandwidth limitation of multi-agent systems without requiring an encoder or decoder, unlike existing quantized algorithms. This scheme also minimizes the computation burden. Moreover, with the aid of the quantization design, we propose a quantized penalty ADMM to obtain the suboptimal solution. Furthermore, the proposed algorithm converges to the suboptimal solution with an $O(\frac{1}{k})$ convergence rate for general convex objective functions, and with an R-linear rate for strongly convex objective functions

Convergence-Optimal Quantizer Design of Distributed Contraction-based Iterative Algorithms with Quantized Message Passing

In this paper, we study the convergence behavior of distributed iterative algorithms with quantized message passing. We first introduce general iterative function evaluation algorithms for solving fixed point problems distributively. We then analyze the convergence of the distributed algorithms, e.g. Jacobi scheme and Gauss-Seidel scheme, under the quantized message passing. Based on the closed-form convergence performance derived, we propose two quantizer designs, namely the time invariant convergence-optimal quantizer (TICOQ) and the time varying convergence-optimal quantizer (TVCOQ), to minimize the effect of the quantization error on the convergence. We also study the tradeoff between the convergence error and message passing overhead for both TICOQ and TVCOQ. As an example, we apply the TICOQ and TVCOQ designs to the iterative waterfilling algorithm of MIMO interference game.Comment: 17 pages, 9 figures, Transaction on Signal Processing, accepte