arXiv · 2409.19279
Distributed Optimization via Energy Conservation Laws in Dilated Coordinates
Abstract
Continuous-time models can reveal accelerated structures in distributed optimization, but their rates need not survive direct discretization. We introduce a second-order primal--dual flow for smooth convex distributed optimization and construct an exactly conserved energy that yields an $\mathcal O(t^{-2})$ rate for both the aggregate objective gap and the squared consensus error. We then prove a horizon-wise $\Omega(k^{-1})$ lower bound for a broad class of single-loop finite-memory primal--dual discretizations, ruling out a $\mathcal O(k^{-2})$ aggregate-objective guarantee within this class. Motivated by this barrier, we develop a double-loop method that combines finite-step polynomial consensus with an accelerated outer update. It uses one gradient evaluation and at most $m-1$ communication rounds per outer iteration, $m$ being the number of agents, maintains exact consensus and achieves an $\mathcal O(k^{-2})$ aggregate-objective rate. Numerical comparisons with representative distributed methods support the theory and quantify the communication cost of acceleration.
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Kushal Chakrabarti, Mayank Baranwal. 2024-09-28. Distributed Optimization via Energy Conservation Laws in Dilated Coordinates. https://arxiv.org/abs/2409.19279
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