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Decentralized Optimization with Coupled Constraints
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Proves lower complexity bounds for decentralized optimization with general affine coupled constraints and proposes an accelerated primal-dual PAPC-based first-order method with Chebyshev-accelerated communication that attains them, the first linearly convergent first-order decentralized method for general affine coupling.
Problem
Decentralized minimization of a separable strongly convex smooth objective subject to a network-wide affine coupling constraint sum_i (A_i x_i - b_i) = 0, where each node stores f_i, A_i, b_i and communicates only with neighbors.
Approach
Reformulates the coupled-constraint problem as a strongly convex augmented objective with a gossip-based dual variable, applies accelerated PAPC to the preconditioned problem, and implements the required matrix products via Chebyshev polynomial iterations so that gradient, A-multiplication and communication counts match matching lower bounds.
Key results
- The proposed method achieves O(sqrt(kappa_f) log(1/eps)) gradient computations, O(sqrt(kappa_f kappa_A) log(1/eps)) multiplications by A, and O(sqrt(kappa_f kappa_A kappa_W) log(1/eps)) communication rounds, matching the derived lower bounds.
- In experiments on synthetic linear regression (n=20 Erdos-Renyi nodes, kappa_f=3140, kappa_A=27, kappa_W=89) and VFL on mushrooms (n=7, m=100), the method shows the steepest convergence slopes versus Tracking-ADMM and DPMM in gradient, multiplication and communication counts.
- Applying the method to consensus optimization via the gossip reduction yields communication complexity worse by a factor of sqrt(n) than optimal consensus methods, since kappa_A >= n/2 for consensus constraints.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the proposed APAPC method instead of Tracking-ADMM or DPMM | Synthetic linear regression · Synthetic linear regression, Erdős–Rényi graph (n = 20) | gradient computations | Helped |
| Use the proposed APAPC method instead of Tracking-ADMM or DPMM | Synthetic linear regression · Synthetic linear regression, Erdős–Rényi graph (n = 20) | matrix multiplications | Helped |
| Use the proposed APAPC method instead of Tracking-ADMM or DPMM | Synthetic linear regression · Synthetic linear regression, Erdős–Rényi graph (n = 20) | communication rounds | Helped |
| Use the proposed APAPC method instead of Tracking-ADMM or DPMM | VFL linear regression · mushrooms dataset (100 samples, 7 devices) | convergence rate | Helped |
Surprising findings
- Reducing consensus optimization to the general coupled-constraint setting loses a factor of sqrt(n) in communication complexity compared with optimal consensus algorithms.
Limitations
- Consensus reduction is suboptimal by sqrt(n) in communication relative to dedicated consensus methods
- Experiments are limited to small synthetic and single real dataset setups with simple linear regression objectives
- Requires the communication-unfriendly matrices A_i to be handled via local multiplications with Chebyshev iterations, adding inner-loop cost
Experimental setup
Datasets: mushrooms (LibSVM)
Benchmarks: synthetic linear regression with coupled constraints VFL linear regression on mushrooms
Metrics: convergence versus gradient computations matrix multiplications communication rounds
Baselines: Tracking-ADMM DPMM
Builds on: APAPC (accelerated proximal alternating predictor-corrector) Chebyshev acceleration Scaman et al. optimal decentralized consensus lower bounds
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