%0 Conference Proceedings
%B American Control Conference
%D 2012
%T Distributed Dual Averaging for Convex Optimization under Communication Delays
%A Konstantinos I Tsianos
%A Michael G. Rabbat
%C Montreal, QC
%X In this paper we extend and analyze the dis- tributed dual averaging algorithm [1] to handle communication delays and general stochastic consensus protocols. Assuming each network link experiences some fixed bounded delay, we show that distributed dual averaging converges and the error decays at a rate O(Tâˆ’0.5) where T is the number of iterations. This bound is an improvement over [1] by a logarithmic factor in T for networks of fixed size. Finally, we extend the algorithm to the case of using general non-averaging consensus protocols. We prove that the bias introduced in the optimization can be removed by a simple correction term that depends on the stationary distribution of the consensus matrix.
%8 06/2012
%> http://networks.ece.mcgill.ca/sites/default/files/acc2012_main.pdf