Papers › Linear Convergence of First- and Zeroth-Order Primal-Dual Algorithms for Distributed...
Linear Convergence of First- and Zeroth-Order Primal-Dual Algorithms for Distributed Nonconvex Optimization
Xinlei Yi, Shengjun Zhang, Tao Yang, Tianyou Chai, Karl H. Johansson
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This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual algorithm. We show that it converges sublinearly to a stationary point if each local cost function is smooth and linearly to a global optimum under an additional condition that the global cost function satisfies the Polyak-{\L}ojasiewicz condition. This condition is weaker than strong convexity, which is a standard condition for proving linear convergence of distributed optimization algorithms, and the global minimizer is not necessarily unique. Motivated by the situations where the gradients are unavailable, we then propose a distributed zeroth-order algorithm, derived from the considered first-order algorithm by using a deterministic gradient estimator, and show that it has the same convergence properties as the considered first-order algorithm under the same conditions. The theoretical results are illustrated by numerical simulations.
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