Robust Distributed Nonconvex Optimization Enabling Communication Acceleration and Privacy Protection
Zichong Ou, Jie Lu
TL;DR
A Robust Proximal Primal dual algorithm to enhance the security of information transmission, referred to as RPP, is proposed and achieves the optimal communication complexity bound for the algorithms that allow for exchanging local variables at each iteration.
Abstract
This paper addresses a distributed nonconvex optimization problem over multi-agent networks, where each agent exchanges its local information solely with its neighbors. Given that most existing distributed nonconvex optimization algorithms are susceptible to information leakage during inter agent communications, we propose a Robust Proximal Primal dual algorithm, referred to as RPP, to enhance the security of information transmission. In contrast to many existing approaches that directly transmit local variables throughout the network, we introduce carefully designed random noises to obfuscate sensitive local information. This not only preserves privacy but also demonstrates the noise robustness of our proposed algorithm. We establish a sublinear rate at which RPP converges to a stationary solution. Moreover, by incorporating Chebyshev acceleration, an accelerated variant of RPP is developed and achieves the optimal communication complexity bound for the algorithms that allow for exchanging local deci sions at each iteration. The superior convergence performance of RPP is validated through a few numerical experiments, which also indicate that, within an appropriate range, the introduced perturbations do not impede the convergence speed of RPP.
