A Distributed Line Search for Network Optimization

Details A Distributed Line Search for Network Optimization A Distributed Line Search for Network Optimization

2012-03-13

arxiv.org/abs/1203.2808v1

Mathematics

Optimization and Control

8 pages, 2 figures. Published in the American Control Conference 2012

Scientific paper

Dual descent methods are used to solve network optimization problems because descent directions can be computed in a distributed manner using information available either locally or at neighboring nodes. However, choosing a stepsize in the descent direction remains a challenge because its computation requires global information. This work presents an algorithm based on a local version of the Armijo rule that allows for the computation of a stepsize using only local and neighborhood information. We show that when our distributed line search algorithm is applied with a descent direction computed according to the Accelerated Dual Descent method \cite{acc11}, key properties of standard backtracking line search using the Armijo rule are recovered. We use simulations to demonstrate that our algorithm is a practical substitute for its centralized counterpart.

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