Fully Distributed Algorithms for Convex Optimization Problems

  • Authors:
  • Damon Mosk-Aoyama;Tim Roughgarden;Devavrat Shah

  • Affiliations:
  • Department of Computer Science, Stanford University, ;Department of Computer Science, Stanford University, ;Department of Electrical Engineering and Computer Science, MIT,

  • Venue:
  • DISC '07 Proceedings of the 21st international symposium on Distributed Computing
  • Year:
  • 2007

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Abstract

We describe a 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.