Organizations: School of Mathematics, Southwest Jiaotong University, No.999, Xian Road, West Park, High-tech Zone, Chengdu 611756, China · School of Computer and Computing Science, Hangzhou City University, Zhejiang Key Laboratory of Big Data Intelligent Computing, Hangzhou, 310015, China · Department of Control Science and Engineering, College of Electronics and Information Engineering, National Key Laboratory of Autonomous Intelligent Unmanned Systems, Tongji University, Shanghai 201804, China · Institute of Mathematics, Zhejiang Wanli University, Ningbo 315100, China
This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and communication is restricted to neighboring agents. Specifically, we employ the augmented Lagrangian method to solve an equivalently reformulated constrained version of the original problem. Each resulting subproblem is solved inexactly via a distributed semismooth Newton method. By fully leveraging the structure of the generalized Hessian, a distributed accelerated proximal gradient method is proposed to compute the Newton direction efficiently, eliminating the need to communicate with full Hessian matrices. Theoretical results are also obtained to guarantee the convergence of the proposed algorithm. Numerical experiments demonstrate the efficiency and superiority of our algorithm compared to state-of-the-art distributed algorithms.
Figures & tables
uit
=σxit−λi,
ui+mt
=σk∈Ni∑Likxkt−λi+m,
Algorithm 1 DiSSN method for problem ( 13 ) at the i -th agent
x~ij=xij+β(xij−xi−1j),
Algorithm 2 DAPG method at the i -th agent
uik+1
=σk+1xik+1−λik,
ui+mk+1
=σk+1t∈Ni∑Litxtk+1−λi+mk,
Algorithm 3 DSSNAL method for problem ( 6 ) at the i -th agent
dataname(n,S)
γ
iter
RKKT
obj
time
a∣b∣c
a∣b∣c
a∣b∣c
a∣b∣c
rand(2,400)
4.2-5
300000 ∣ 5(26247) ∣ 5862
3.07-1 ∣ 9.21-9 ∣ 9.98-7
6.218+1 ∣ 6.170+1 ∣ 6.170+1
11:08 ∣ 0:02 ∣ 0:06
rand(4,800)
2.7-4
300000 ∣ 5(82125) ∣ 29587
2.96-1 ∣ 4.32-7 ∣ 9.89-7
1.432+2 ∣ 1.312+2 ∣ 1.312+2
11:48 ∣ 0:03 ∣ 1:10
rand(6,1200)
5.2-4
300000 ∣ 6(138084) ∣ 60000
3.02-1 ∣ 1.34-8 ∣ 1.10-5
2.150+2 ∣ 1.949+2 ∣ 1.949+2
12:05 ∣ 0:09 ∣ 3:07
rand(8,1600)
6.3-4
300000 ∣ 6(74454) ∣ 60000
2.91-1 ∣ 6.44-8 ∣ 1.21-3
2.781+2 ∣ 2.659+2 ∣ 2.668+2
14:26 ∣ 0:13 ∣ 5:02
rand(10,2000)
8.8-4
300000 ∣ 6(123938) ∣ 60000
3.23-1 ∣ 1.67-7 ∣ 8.73-3
3.473+2 ∣ 3.309+2 ∣ 3.312+2
15:49 ∣ 0:23 ∣ 6:26
TABLE I: Numerical comparisons for the Huber regression problem on the random data problem (m=50) . In this table ‘ a ’=FDPG, ‘ b ’=DSSNAL, ‘ c ’=Prox-NIDS.
dataname(n,S)
γ
iter
RKKT
obj
time
a∣b∣c
a∣b∣c
a∣b∣c
a∣b∣c
abalone.scale(8,4177)
2.9-2
300000 ∣ 7(221676) ∣ 60000
1.84-2 ∣ 5.05-7 ∣ 2.78-3
9.724+2 ∣ 9.688+2 ∣ 9.689+2
10:31 ∣ 0:32 ∣ 10:03
ailerons51tst(40,2750)
1.1-2
300000 ∣ 8(482837) ∣ 60000
9.28-3 ∣ 3.21-7 ∣ 2.68-6
9.972+2 ∣ 9.948+2 ∣ 9.948+2
48:23 ∣ 12:14 ∣ 20:16
anacalt(7,4052)
3.5-6
300000 ∣ 8(172518) ∣ 60000
1.83-2 ∣ 1.13-7 ∣ 9.84-3
1.289+3 ∣ 1.287+3 ∣ 1.287+3
11:19 ∣ 0:42 ∣ 8:08
concrete(8,1030)
8.0-4
300000 ∣ 6(188681) ∣ 60000
4.21-2 ∣ 3.57-7 ∣ 7.65-4
4.165+2 ∣ 4.088+2 ∣ 4.089+2
12:47 ∣ 0:09 ∣ 3:11
friedman(5,1200)
5.0-3
300000 ∣ 5(84622) ∣ 53798
2.92-1 ∣ 3.72-7 ∣ 9.86-7
4.613+2 ∣ 4.400+2 ∣ 4.400+2
11:13 ∣ 0:12 ∣ 2:49
TABLE II: Numerical comparisons for the Huber regression problem on the UCL datasets (m=50) . In this table ‘ a ’=FDPG, ‘ b ’=DSSNAL, ‘ c ’=Prox-NIDS.
dataname(n,S)
γ
iter
RKKT
obj
time
a∣b∣c
a∣b∣c
a∣b∣c
a∣b∣c
rand(6,300)
3.7-4
300000 ∣ 6(28834) ∣ 18193
4.17-1 ∣ 6.05-9 ∣ 9.94-7
3.457+2 ∣ 2.955+2 ∣ 2.955+2
6:52 ∣ 0:07 ∣ 0:26
rand(7,600)
5.4-4
300000 ∣ 6(29018) ∣ 43939
4.69-1 ∣ 6.21-8 ∣ 9.93-7
6.092+2 ∣ 5.949+2 ∣ 5.949+2
7:17 ∣ 0:13 ∣ 1:23
rand(8,900)
6.8-4
300000 ∣ 6(29254) ∣ 60000
3.37-1 ∣ 3.29-7 ∣ 1.63-5
9.216+2 ∣ 8.946+2 ∣ 8.946+2
9:46 ∣ 0:20 ∣ 3:11
rand(9,1200)
8.6-4
300000 ∣ 6(29537) ∣ 60000
3.46-1 ∣ 9.01-7 ∣ 5.11-4
1.349+3 ∣ 1.193+3 ∣ 1.195+3
11:35 ∣ 0:24 ∣ 3:57
rand(10,1500)
1.5-3
300000 ∣ 7(49682) ∣ 60000
4.27-1 ∣ 2.37-7 ∣ 2.17-3
1.507+3 ∣ 1.484+3 ∣ 1.487+3
12:57 ∣ 0:38 ∣ 4:55
TABLE III: Numerical comparisons for the support vector classification problem on the random data problem (m=50) . In this table ‘ a ’=FDPG, ‘ b ’=DSSNAL, ‘ c ’=Prox-NIDS.
dataname(n,S)
γ
iter
RKKT
obj
time
a∣b∣c
a∣b∣c
a∣b∣c
a∣b∣c
abalone.scale(8,4177)
2.9-2
300000 ∣ 8(225632) ∣ 60000
3.09-2 ∣ 6.01-7 ∣ 3.15-3
2.598+3 ∣ 2.586+3 ∣ 2.587+3
10:05 ∣ 1:15 ∣ 9:34
anacalt(7,4052)
3.2-2
300000 ∣ 8(171935) ∣ 60000
4.03-2 ∣ 7.97-7 ∣ 3.85-3
3.682+3 ∣ 3.624+3 ∣ 3.625+3
10:19 ∣ 1:12 ∣ 8:46
concrete(8,1030)
2.1-3
300000 ∣ 7(102761) ∣ 60000
5.96-2 ∣ 7.84-8 ∣ 6.44-4
5.139+2 ∣ 5.108+2 ∣ 5.108+2
10:43 ∣ 0:24 ∣ 3:38
friedman(5,1200 )
4.2-3
300000 ∣ 6(26883) ∣ 54779
3.39-1 ∣ 1.63-7 ∣ 9.98-7
1.108+3 ∣ 1.057+3 ∣ 1.057+3
5:52 ∣ 0:19 ∣ 2:49
mortgage(15,1649)
1.5-3
300000 ∣ 6(172642) ∣ 60000
8.73-3 ∣ 6.35-7 ∣ 2.51-3
1.219+2 ∣ 1.197+2 ∣ 1.217+2
16:23 ∣ 0:39 ∣ 6:42
TABLE IV: Numerical comparisons for the support vector classification problem on the UCL datasets (m=50) . In this table ‘ a ’=FDPG, ‘ b ’=DSSNAL, ‘ c ’=Prox-NIDS.
Distributed optimization coordinates computation across multiple agents or machines while balancing convergence, communication, privacy, and reliability.
School of Computer Science and Engineering, Suzhou University of Technology, Suzhou 215500, China · School of Mathematics, Southeast University, Nanjing 210096, China · School of Cyber Science and Engineering, Southeast University, Nanjing 210096, China