This article focuses on multiagent distributed asynchronous optimization over directed networks where each agent can only access its individual local function, and the aggregate aim is to minimize the cumulative sum of all local functions. Considering the asynchrony among the agents, we develop an algorithm in which agents compute and communicate individually, without any form of synchronized coordination. Agents perform their local updates by local communication with their immediate neighbors, and this may involve the use of stale information. Since asynchrony naturally leads to latency or packet loss, an asynchronous robust gradient tracking mechanism is developed to guarantee estimating the average of agents’ gradients precisely. Moreover, it employs uncoordinated step-sizes which are more flexible and general than constant or decaying step-size. When the global objective is strongly convex and the local objectives have Lipschitz-continuous gradients, we prove that each agent executing the asynchronous algorithm linearly converges to the consensus optimal point at an$\mathcal {O}(\lambda ^{k})$rate, where$\lambda \in (0,1)$is convergence factor and k represents the iteration number, with a step satisfying a tight explicit upper bound. Numerical experiments demonstrate that our algorithm has better advantages over the state-of-the-art asynchronous algorithms.

This article considers distributed optimization by a group of agents over an undirected network. The objective is to minimize the sum of a twice differentiable convex function and two possibly nonsmooth convex functions, one of which is composed of a bounded linear operator. A novel distributed primal-dual fixed point algorithm is proposed based on an adapted metric method, which exploits the second-order information of the differentiable convex function. Furthermore, by incorporating a randomized coordinate activation mechanism, we propose a randomized asynchronous iterative distributed algorithm that allows each agent to randomly and independently decide whether to perform an update or remain unchanged at each iteration, and thus alleviates the communication cost. Moreover, the proposed algorithms adopt nonidentical stepsizes to endow each agent with more independence. Numerical simulation results substantiate the feasibility of the proposed algorithms and the correctness of the theoretical results.

In this article, we consider a class of decentralized nonsmooth composite optimization problems over undirected graphs. The global optimization problem is to minimize the sum of local objective functions consisting of a Lipschitz-differentiable convex function and two possibly nonsmooth convex functions, one of which contains a bounded linear operator. The goal is to solve the global optimization problem through decentralized computation and communication over a network of agents without a central coordinator. Through using triple proximal splitting operators to deal with the nonsmooth terms, we come up with a novel decentralized algorithm with uncoordinated stepsizes, where the stepsizes with independent upper bounds are also distributed for agents or edges over the communication network. Furthermore, we establish the sublinear convergence rate for the proposed algorithm in terms of the first-order optimality residual in a nonergodic sense. Simulation experiments on a constrained quadratic programming problem and an optimal load-sharing problem are carried out to verify the correctness of the theoretical results.

In this article, we come up with a novel Nesterov gradient and heavy-ball double accelerated distributed synchronous optimization algorithm, called NHDA, and adopt a general asynchronous model to further propose an effective asynchronous algorithm, called ASY-NHDA, for distributed optimization problem over directed graphs, where each agent has access to a local objective function and computes the optimal solution via communicating only with its immediate neighbors. Our goal is to minimize a sum of all local objective functions satisfying strong convexity and Lipschitz continuity. Consider a general asynchronous model, where agents communicate with their immediate neighbors and start a new computation independently, that is, agents can communicate with their neighbors at any time without any coordination and use delayed information from their in-neighbors to compute a new update. Delays are arbitrary, unpredictable, and time-varying but bounded. The theoretical analysis of NHDA is based on analyzing the interaction among the consensus, the gradient tracking, and the optimization processes. As for the analysis of ASY-NHDA, we equivalently transform the asynchronous system into an augmented synchronous system without delays and prove its convergence through using the generalized small gain theorem. The results show that NHDA and ASY-NHDA converge to the optimal solution at a linear convergence as long as the largest step size is positive and less than an explicitly estimated upper bound, and the largest momentum parameter is nonnegative and less than an upper bound. Finally, we demonstrate the advantages of ASY-NHDA through simulations.

Decentralized dual methods play significant roles in large-scale optimization, which effectively resolve many constrained optimization problems in machine learning and power systems. In this article, we focus on studying a class of totally non-smooth constrained composite optimization problems over multi-agent systems, where the mutual goal of agents in the system is to optimize a sum of two separable non-smooth functions consisting of a strongly-convex function and another convex (not necessarily strongly-convex) function. Agents in the system conduct parallel local computation and communication in the overall process without leaking their private information. In order to resolve the totally non-smooth constrained composite optimization problem in a fully decentralized manner, we devise a synchronous decentralized dual proximal (SynDe-DuPro) gradient algorithm and its asynchronous version (AsynDe-DuPro) based on the randomized block-coordinate method. Both SynDe-DuPro and AsynDe-DuPro algorithms are theoretically proved to achieve the globally optimal solution to the totally non-smooth constrained composite optimization problem relied on the quasi-Fejér monotone theorem. As a main result, AsynDe-DuPro algorithm attains the globally optimal solution without requiring all agents to be activated at each iteration and thus is more robust than most existing synchronous algorithms. The practicability of the proposed algorithms and correctness of the theoretical findings are demonstrated by the experiments on a constrained Decentralized Sparse Logistic Regression (DSLR) problem in machine learning and a Decentralized Energy Resources Coordination (DERC) problem in power systems.

This article considers a category of constrained convex optimization problems over multiagent networks. The networked agents aim at collaboratively minimizing the sum of all locally known objective functions over a common convex set. Each agent possesses only its local convex function and its state is constrained to a privately known convex set. A novel distributed algorithm is proposed over time-varying unbalanced directed networks based on epigraph form of the original optimization problem and consensus theory. By incorporating the random sleep scheme, the proposed algorithm allows each agent to independently and randomly decide whether to calculate subgradient and take projection at each iteration, which alleviates the cost of subgradient observation. Besides, it neither resorts to doubly stochastic weight matrices (but only row-stochastic) nor the information of the graph sequence to execute. The convergence of the algorithm is explicitly analyzed under conditions that the sequence of time-varying directed graphs is uniformly jointly strongly connected and the subgradients of all local objective functions are bounded over a convex set. The optimization algorithm ensures zero-gap on the expected distance between the estimated value of each agent and the exact optimal solution. The two simulation cases are presented to demonstrate the practicability of the algorithm and correctness of the obtained theoretical results.

The increased complexity of modern energy network raises the necessity of flexible and reliable methods for smart grid operation. To this end, this article is centered on the economic dispatch problem (EDP) in smart grids, which aims at scheduling generators to meet the total demand at the minimized cost. This article proposes a fully distributed algorithm to address the EDP over directed networks and takes into account communication delays and noisy gradient observations. In particular, the rescaling gradient technique is introduced in the algorithm design and the implementation of the distributed algorithm only resorts to row-stochastic weight matrices, which allows each generator to locally allocate the weights on the messages received from its in-neighbors. It is proved that the optimal dispatch can be achieved under the assumptions that the nonidentical constant communication delays inflicting on each link are uniformly bounded and the noises embroiled in gradient observation of every generator are bounded variance zero mean. Simulations are provided to validate and testify the effectiveness of the presented algorithm.