Convergence of min-sum message-passing for convex optimization

Abstract--We establish that the min-sum messagepassing algorithm and its asynchronous variants converge for a large class of unconstrained convex optimization problems, generalizing existing results for pairwise quadratic optimization problems. The main sufficient condition is that of scaled diagonal dominance. This condition is similar to known sufficient conditions for asynchronous convergence of other decentralized optimization algorithms, such as coordinate descent and gradient descent.

• Type: Journal
• Year: 2010
• Where: TIT
• Authors: Ciamac Cyrus Moallemi, Benjamin Van Roy
• Keywords: Education, Optimization Problems, Sufficient Conditions, TIT 2010, Unconstrained Convex Optimization