The challenge of communication-efficient distributed optimization has attracted attention in recent years. In this paper, a communication efficient algorithm, called ordering-based alternating direction method of multipliers (OADMM) is devised in a general fully decentralized network setting where a worker can only exchange messages with neighbors. Compared to the classical ADMM, a key feature of OADMM is that transmissions are ordered among workers at each iteration such that a worker with the most informative data broadcasts its local variable to neighbors first, and neighbors who have not transmitted yet can update their local variables based on that received transmission. In OADMM, we prohibit workers from transmitting if their current local variables are not sufficiently different from their previously transmitted value. A variant of OADMM, called SOADMM, is proposed where transmissions are ordered but transmissions are never stopped for each node at each iteration. Numerical results demonstrate that given a targeted accuracy, OADMM can significantly reduce the number of communications compared to existing algorithms including ADMM. We also show numerically that SOADMM can accelerate convergence, resulting in communication savings compared to the classical ADMM.
翻译:与传统的ADMM相比,OADMM的主要特征是每次循环都命令工人进行传输,以便拥有信息量最高的数据的工人首先向邻居传播其本地变量,而尚未传输其本地变量的邻居能够根据所接收的传输结果更新其本地变量。在OADMM中,我们禁止工人在一般的完全分散的网络环境中传输其当前本地变量与其先前传输值没有多大差别的本地变量。OADMMM(称为SOADMMM)的一个变式是,在命令传输但每个节点从未停止传输的情况下,建议采用SOADMMM(OADM)的变式。数字结果表明,如果有针对性地准确性,OADMMM(OADMM)可以大大减少与现有算法(包括ADMMM)相比的通信数量。我们还从数字上表明,SOADMMMM(SOADMM)可以加速整合,从而与古典ADMM(ADM)相比,通信节约。