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Distributed Proximal Gradient Algorithm for Nonconvex Optimization Over Time-Varying Networks

delete2023-06-01
delete6
PRE
AI
X
Xia Jiang
X
Xianlin Zeng
孙健 (Jian Sun) *
陈杰 (Jie Chen)
DOI:10.1109/TCNS.2022.3213706delete
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Abstract

Abstract

En 中文
This article studies the distributed nonconvex optimization problem with nonsmooth regularization, which has wide applications in decentralized learning, estimation, and control. The objective function is the sum of local objective functions, which consist of differentiable (possibly nonconvex) cost functions and nonsmooth convex functions. This article presents a distributed proximal gradient algorithm for the nonsmooth nonconvex optimization problem. Over time-varying multiagent networks, the proposed algorithm updates local variable estimates with a constant step-size at the cost of multiple consensus steps, where the number of communication rounds increases over time. We prove that the generated local variables achieve consensus and converge to the set of critical points. Finally, we verify the efficiency of the proposed algorithm by numerical simulations.
Keywords:
Distributed proximal gradient algorithm
multiagent systems
nonconvex optimization
time-varying topology

Journal

IEEE Transactions on Control of Network Systems cover
IEEE Transactions on Control of Network Systems
IF:
5
Papers:
1.6K
Citations:
5.8K

Organization

T
tongji university
Scholars:
7.7W
Papers: 5.9W
Citations: 98
B
beijing institute of technology
Scholars:
5.4W
Papers: 3.9W
Citations: 63