Fully distributed algorithms for convex optimization problems

Year
2010
Type(s)
Author(s)
D. Mosk-Aoyama, T. Roughgarden, D. Shah
Source
SIAM Journal on Optimization, Volume 20, No. 6, pp. 3260-3279, 2010
Url
http://epubs.siam.org/doi/pdf/10.1137/080743706

We design and analyze a fully distributed algorithm for convex constrained optimization in networks without any consistent naming infrastructure. The algorithm produces an approximately feasible and near-optimal solution in time polynomial in the network size, the inverse of the permitted error, and a measure of curvature variation in the dual optimization problem. It blends, in a novel way, gossip-based information spreading, iterative gradient ascent, and the barrier method from the design of interior-point algorithms.