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2017年6月14日凌青副教授学术报告
上传时间:2017-05-31 作者:杭电理学院 浏览次数:

 

报告题目: EXTRA: An Exact First-Order Algorithm for Decentralized Consensus Optimization  
报告人:凌青 副教授
报告内容:
This talk introduces a decentralized algorithm for the consensus optimization problem defined over a connected network of agents. The agents collaboratively look for a common argument to minimize an aggregate cost function, which is the average of local cost functions determined by the agents' private data and objectives. During the optimization process, each agent can only communicate with its neighbors; such a computation scheme avoids a data fusion center or long-distance communication and offers better load balance to the network.
We propose a novel decentralized exact first-order algorithm (abbreviated as EXTRA) to solve the consensus optimization problem. "EXACT" means that it can converge to the exact solution. EXTRA can use a fixed large step size, which is independent of the network size, and has synchronized iterations. The local iterate of every agent converges uniformly and consensually to an exact minimizer of the aggregate cost function. In contrast, the well-known decentralized gradient descent (DGD) method must use diminishing step sizes in order to converge to an exact minimizer. EXTRA and DGD have the same choice of mixing matrices and similar per-iteration complexity. EXTRA, however, uses the gradients of last two iterates, unlike DGD which uses just that of last iterate. EXTRA has the best known convergence rates among the existing first-order decentralized algorithms. If the local cost functions are convex and have Lipschitz continuous gradients, EXTRA has an O(1/k) ergodic convergence rate in terms of the first-order optimality residual. If the aggregate cost function is also (restricted) strongly convex, EXTRA converges to an optimal solution at a linear rate.
报告人简介:
    凌青,中国科学技术大学自动化系副教授。1997年9月进入中国科学技术大学自动化系,2001年7月获得自动控制专业学士学位,2006年7月获得控制理论与控制工程专业博士学位。2006年9月至2009年8月为密歇根理工大学电子工程与计算机科学系博士后访问学者,其中2008年9月至2009年1月为明尼苏达大学电子工程与计算机科学系访问学者。2009年9月起任教于中国科学技术大学自动化系,担任IEEE Signal Processing Letters期刊副主编。目前的主要研究兴趣为分布式网络优化及应用。
报告时间:2017年6月14日14:00 —— 15:00
报告地点:理学院学术报告厅(六教南528)
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