Linear Convergence of Distributed Compressed Optimization with Equality Constraints

Abstract

In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a distributed saddle-point algorithm is proposed by employing distributed filters to derive errors of the transmitted states for spatio-temporal compression purposes. It is shown that the resulting distributed compressed algorithm achieves linear convergence. Furthermore, the algorithm is generalized to the case where each agent holds a portion of the global equality constraint, i.e., the constraints across agents are coupled. By introducing an additional design freedom, the global equality constraint is shown to be equivalent to the one where each agent holds an equality constraint, for which the proposed distributed compressed saddle-point algorithm can be adapted to achieve linear convergence. Numerical simulations are adopted to validate the effectiveness of the proposed algorithms.