Estimation Network Design framework for efficient distributed optimization

TL;DR

This paper introduces Estimation Network Design (END), a flexible framework that leverages problem sparsity to enhance efficiency and scalability in distributed optimization algorithms.

Contribution

It extends END to distributed optimization, enabling sparsity exploitation in methods like ADMM, AugDGM, and Push-Sum DGD without complex convergence analysis.

Findings

Enhanced convergence speed in sensor network simulations

Significant reduction in communication and memory costs

Effective sparsity exploitation in various distributed algorithms

Abstract

Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small portion of the decision vector: this sparsity is typically ignored in distributed algorithms, while it could be leveraged to improve efficiency and scalability. To address this issue, our recent paper introduces Estimation Network Design (END), a graph theoretical language for the analysis and design of distributed iterations. END algorithms can be tuned to exploit the sparsity of specific problem instances, reducing communication overhead and minimizing redundancy, yet without requiring case-by-case convergence analysis. In this paper, we showcase the flexility of END in the context of distributed optimization. In particular, we study the sparsity-aware version of many established methods, including ADMM, AugDGM and Push-Sum DGD. Simulations on an estimation problem in sensor networks demonstrate that END algorithms can boost convergence speed and greatly reduce the communication and memory cost.