Quantized subgradient algorithm with limited bandwidth communications for solving distributed optimization over general directed multi-agent networks

Abstract

In this paper, we consider the quantized distributed optimization problem over general directed digital multi-agent networks, where the communication channels have limited data transmission rates. To solve the optimization problem, a distributed quantized subgradient algorithm is presented among agents. Based on an encoder–decoder scheme and a zoom-in technique, we can achieve not only a consensus, but also an optimal solution. In particular, we study two cases of the quantization levels of each connected directed digital communication channel. One is under the case that the quantization levels are time-varying at each time step, and the other is under the case of fixed quantization level. Two rigorous theoretical analyses are performed and the optimal solutions can be obtained asymptotically. Moreover, the upper bound of the quantization levels at each time step and the convergence rate are analytically characterized. The effectiveness of proposed algorithm is demonstrated by two illustrative examples.