Zhang Zhen, Yang Shaofu, Xu Wenying, Di Kai
IEEE Trans Neural Netw Learn Syst. 2024 Feb;35(2):2835-2847. doi: 10.1109/TNNLS.2022.3192346. Epub 2024 Feb 5.
This article addresses distributed optimization problems, in which a group of agents cooperatively minimize the sum of their private objective functions via information exchanging. Building on alternating direction method of multipliers (ADMM), we propose a privacy-preserving and communication-efficient decentralized quadratically approximated ADMM algorithm, termed PC-DQM, for solving such type of problems under the scenario of limited communication. In PC-DQM, an event-triggered mechanism is designed to schedule the communication instants for reducing communication cost. Simultaneously, for privacy preservation, a Hessian matrix with perturbed noise is introduced to quadratically approximate the objective function, which results in a closed form of primal vector update and then avoids solving a subproblem at each iteration with possible high computation cost. In addition, the triggered scheme is also utilized to schedule the update of Hessian, which can also reduce computation cost. We theoretically show that PC-DQM can protect privacy but without losing accuracy. In addition, we rigorously prove that PC-DQM converges linearly to the exact optimal solution for strongly convex and smooth objective functions. Finally, numerical simulation is presented to illustrate the effectiveness and efficiency of our algorithm.
本文研究分布式优化问题,其中一组智能体通过信息交换协作最小化其私有目标函数的总和。基于乘子交替方向法(ADMM),我们提出了一种隐私保护且通信高效的分散二次近似ADMM算法,称为PC-DQM,用于在有限通信场景下解决此类问题。在PC-DQM中,设计了一种事件触发机制来安排通信时刻,以降低通信成本。同时,为了保护隐私,引入了一个带有扰动噪声的海森矩阵来对目标函数进行二次近似,这导致了原始向量更新的闭式形式,从而避免了在每次迭代时求解可能具有高计算成本的子问题。此外,触发方案还用于安排海森矩阵的更新,这也可以降低计算成本。我们从理论上表明,PC-DQM可以保护隐私但不会损失精度。此外,我们严格证明了PC-DQM对于强凸和平滑目标函数线性收敛到精确最优解。最后,通过数值模拟说明了我们算法的有效性和效率。