A Study on Distributed Optimization over Large-Scale Networked Systems

<div>Convergence of <svg height="16.2357pt" id="M329" style="vertical-align:-3.977501pt" version="1.1" viewbox="-0.0498162 -12.2582 76.0909 16.2357" width="76.0909pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M238 0V26C174 32 166 38 166 104V712C132 700 70 683 18 677V653C81 647 87 645 87 577V104C87 38 78 32 15 26V0H238Z"></path></g><g transform="matrix(.013,0,0,-0.013,3.289,0)"><path d="M257 449C165 449 37 374 37 209C37 98 119 -12 256 -12C355 -12 473 65 473 226C473 349 381 449 257 449ZM244 416C333 416 380 320 380 204C380 67 329 21 267 21C184 21 130 115 130 241C130 354 184 416 244 416Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.919,0)"><path d="M463 437C426 431 375 425 327 422C297 440 264 449 231 449H230C153 449 51 396 51 283C51 215 94 168 139 149C123 129 91 103 51 88C50 78 53 60 62 46C75 25 100 2 136 -9C112 -28 73 -59 53 -79C38 -94 29 -113 29 -135C30 -192 91 -257 203 -257C336 -257 452 -160 452 -59C452 39 371 59 309 59C275 59 240 58 203 58C158 58 140 77 140 96C140 110 157 129 170 138C186 135 205 133 221 133C306 133 396 185 396 293C396 328 384 360 366 381L423 378C439 387 459 413 468 429L463 437ZM219 418C277 418 314 362 314 284C314 205 275 166 231 165C176 165 137 221 137 299C137 376 177 418 219 418ZM241 -11C285 -11 314 -14 339 -24C367 -36 384 -61 384 -95C384 -157 335 -206 240 -206C166 -206 108 -165 108 -110C108 -82 128 -54 154 -32C172 -17 195 -11 241 -11Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,16.063,3.818)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 583V556L161 554C203 552 207 547 207 497V118C207 46 201 38 110 32V0H389Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,20.495,3.818)"><path d="M245 635C92 635 37 457 37 312C37 149 91 -12 244 -12C395 -12 449 166 449 312C449 469 395 635 245 635ZM243 598C332 598 358 454 358 312C358 173 334 26 245 26C158 26 128 174 128 313S152 598 243 598Z"></path></g><g transform="matrix(.013,0,0,-0.013,25.458,0)"><path d="M162 -163V703H102V-163H162ZM309 -163V703H249V-163H309Z"></path></g><g transform="matrix(.013,0,0,-0.013,30.801,0)"><path d="M556 393C556 426 537 448 514 448C496 448 478 435 471 420C468 414 462 401 466 394C473 382 480 368 480 346C480 268 392 143 338 67H336C329 163 319 253 309 330S286 448 254 448C215 448 160 383 127 337L143 311C167 344 200 373 208 373S222 365 229 320C246 214 264 66 268 -20C219 -83 131 -171 17 -239L25 -261L137 -235C248 -110 273 -79 335 8C384 77 481 215 520 287C544 332 556 363 556 393Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,38.33,-5.741)"><path d="M485 418C485 434 469 451 441 451C389 451 312 387 255 335C221 304 194 278 159 242H157L259 678C264 698 264 710 255 710C242 710 183 681 96 673L90 643L128 642C165 641 171 640 162 602L24 -5L31 -12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z"></path></g><g transform="matrix(.013,0,0,-0.013,46.383,0)"><path d="M535 230V280H52V230H535Z"></path></g><g transform="matrix(.013,0,0,-0.013,56.919,0)"><path d="M556 393C556 426 537 448 514 448C496 448 478 435 471 420C468 414 462 401 466 394C473 382 480 368 480 346C480 268 392 143 338 67H336C329 163 319 253 309 330S286 448 254 448C215 448 160 383 127 337L143 311C167 344 200 373 208 373S222 365 229 320C246 214 264 66 268 -20C219 -83 131 -171 17 -239L25 -261L137 -235C248 -110 273 -79 335 8C384 77 481 215 520 287C544 332 556 363 556 393Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,64.448,-5.741)"><path d="M486 158C486 177 478 202 466 220C413 228 386 236 336 262C386 288 413 297 466 304C478 323 486 347 485 366C470 376 444 381 422 380C389 338 368 319 321 288C323 345 329 372 349 422C339 442 322 461 305 470C289 461 271 442 262 422C281 372 287 345 290 288C243 319 222 338 189 380C167 381 142 376 125 366C125 347 133 322 145 304C198 296 225 288 275 262C225 236 198 227 145 220C133 201 125 177 126 158C141 148 167 143 189 144C222 186 243 205 290 236C288 179 282 152 262 102C272 82 289 63 306 54C322 63 340 82 350 102C330 152 324 179 321 236C368 205 390 186 422 144C444 143 470 148 486 158Z"></path></g><g transform="matrix(.013,0,0,-0.013,70.528,0)"><path d="M162 -163V703H102V-163H162ZM309 -163V703H249V-163H309Z"></path></g></svg> using different constant step sizes in the gradient method with primal decomposition. The figure shows that slow convergence for relatively small step sizes.</div>

Journal of Mathematics

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Figure 2

Figure 2: A Study on Distributed Optimization over Large-Scale Networked Systems 