Distributed optimization on random graphs
Pouya Rezaeinia, Bahman Gharesifard, Tamás Linder, Behrouz Touri · IFAC-PapersOnLine · 2018
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. We propose a modified version of the subgradient-push algorithm that is provably almost surely convergent to an optimizer on any such sequence of random directed graphs, establishing the first of this kind.