Mathematics > Optimization and Control
[Submitted on 2 Nov 2023 (v1), last revised 14 Nov 2023 (this version, v2)]
Title:On Graphs with Finite-Time Consensus and Their Use in Gradient Tracking
Download PDFAbstract:This paper studies sequences of graphs satisfying the finite-time consensus property (i.e., iterating through such a finite sequence is equivalent to performing global or exact averaging) and their use in Gradient Tracking. We provide an explicit weight matrix representation of the studied sequences and prove their finite-time consensus property. Moreover, we incorporate the studied finite-time consensus topologies into Gradient Tracking and present a new algorithmic scheme called Gradient Tracking for Finite-Time Consensus Topologies (GT-FT). We analyze the new scheme for nonconvex problems with stochastic gradient estimates. Our analysis shows that the convergence rate of GT-FT does not depend on the heterogeneity of the agents' functions or the connectivity of any individual graph in the topology sequence. Furthermore, owing to the sparsity of the graphs, GT-FT requires lower communication costs than Gradient Tracking using the static counterpart of the topology sequence.
Submission history
From: Edward Duc Hien Nguyen [view email][v1] Thu, 2 Nov 2023 15:32:37 UTC (1,801 KB)
[v2] Tue, 14 Nov 2023 18:43:56 UTC (1,800 KB)
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