We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to verify a simulated (MPC) and a synthetic (LASSO) optimization problems solved on a reduced-precision machine in combination with an inaccurate proximal operator. We also show how the probabilistic bounds are more robust for algorithm verification and more accurate for application performance guarantees. Under some statistical assumptions, we also prove that some cumulative error terms follow a martingale property. And conforming to observations, e.g., in [38], we also show how the acceleration of the algorithm amplifies the gradient and proximal computational errors.
We propose Dual-Feedback Generalized Proximal Gradient Descent (DFGPGD) as a new, hardware-friendly, operator splitting algorithm. We then establish convergence guarantees under approximate computational errors and we derive theoretical criteria for the numerical stability of DFGPGD based on absolute stability of dynamical systems. We also propose a new generalized proximal ADMM that can be used to instantiate most of existing proximal-based composite optimization solvers. We implement DFGPGD and ADMM on FPGA ZCU106 board and compare them in light of FPGA's timing as well as resource utilization and power efficiency. We also perform a full-stack, application-to-hardware, comparison between approximate versions of DFGPGD and ADMM based on dynamic power/error rate trade-off, which is a new hardware-application combined metric.
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