Optimal Parameter Design for DIGing on Minimizing Unweighted Sum of Squares

Abstract

There is no general method for designing proper parameters to achieve faster convergence in distributed optimization algorithms. In this paper, we consider the distributed inexact gradient tracking (DIGing) algorithm with the objective function being the unweighted sum of squares. By representing the iteration algorithm as a dynamical linear system, we decompose it into different graph frequencies and obtain a set of decoupled subsystems, on which we can easily analyze the convergence rate. By using Routh stability criterion from control theory, we derive the explicit formula of the optimal worst-case convergence rate and the corresponding parameters. We can see that the convergence rate of DIGing is slow even for the simplest objective functions, thus acceleration is necessary for general application. The proposed method can be viewed as the first step toward optimal parameter design of DIGing algorithm in solving general objective functions.