Accelerated consensus via Min-Sum Splitting

Part of Advances in Neural Information Processing Systems 30 (NIPS 2017)

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Authors

Patrick Rebeschini, Sekhar C. Tatikonda

Abstract

<p>We apply the Min-Sum message-passing protocol to solve the consensus problem in distributed optimization. We show that while the ordinary Min-Sum algorithm does not converge, a modified version of it known as Splitting yields convergence to the problem solution. We prove that a proper choice of the tuning parameters allows Min-Sum Splitting to yield subdiffusive accelerated convergence rates, matching the rates obtained by shift-register methods. The acceleration scheme embodied by Min-Sum Splitting for the consensus problem bears similarities with lifted Markov chains techniques and with multi-step first order methods in convex optimization.</p>