Decentralized optimization over tree graphs

Authors

• Y. Jiang, D. Kouzoupis, H. Yin, M. Diehl, B. Houska

Reference

• Journal of Optimization Theory and Applications,
  Volume 189, pages 384 - 407, 2021.

Abstract

This paper presents a decentralized algorithm for non-convex optimization over tree-structured networks. We assume that each node of this network can solve small-scale optimization problems and communicate approximate value functions with its neighbors based on a novel multi-sweep communication protocol. In contrast to existing parallelizable optimization algorithms for non-convex optimization the nodes of the network are neither synchronized nor assign any central entity. None of the nodes needs to know the whole topology of the network, but all nodes know that the network is tree-structured. We discuss conditions under which locally quadratic convergence rates can be achieved. The method is illustrated by running the decentralized asynchronous multi-sweep protocol on a radial AC power network case study.

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