Subgradient-Push Is of the Optimal Convergence Rate

Abstract

The push-sum based subgradient is an important method for distributed convex optimization over unbalanced directed graphs, which is known to converge at a rate of $O(\ln t/\sqrt{t})$. This paper shows that the subgradient-push algorithm actually converges at a rate of $O(1/\sqrt{t})$, which is the same as that of the single-agent subgradient and thus optimal. The proposed tool for analyzing push-sum based algorithms is of independent interest.

arXiv commentWe correct the term "push-subgradient" to "subgradient-push" in this version