secretaire-inma@uclouvain.be +32 10 47 80 36
Home > Publications > Automated Worst-Case Performance Analysis of Decen...
2021 • Conference Paper

Automated Worst-Case Performance Analysis of Decentralized Gradient Descent

Authors:
Colla, Sébastien, Hendrickx, Julien
Published in:
60th IEEE Conference on Decision and Control (CDC)

We develop a methodology to automatically compute worst-case performance bounds for a class of decentralized algorithms that optimize the average of local functions distributed across a network. We extend the recently proposed PEP approach to decentralized optimization. This approach allows computing the exact worst-case performance and worst-case instance of centralized algorithms by solving an SDP. We obtain an exact formulation when the network matrix is given, and a relaxation when considering entire classes of network matrices characterized by their spectral range. We apply our methodology to the decentralized (sub)gradient method, obtain a nearly tight worst-case performance bound that significantly improves over the literature, and gain insights into the worst communication networks for a given spectral range.

Related Resources