Heterogeneous Distributed Subgradient

The paper proposes a heterogeneous push-sum based subgradient algorithm for multi-agent distributed convex optimization, in which each agent can arbitrarily switch between subgradient-push and push-subgradient at any time. It is shown that the heterogeneous algorithm converges to an optimal point at an optimal rate over time-varying directed graphs. The switching process within the heterogeneous algorithm can help prevent the leakage of agents' subgradient information.