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Gradient-free method for distributed multi-agent optimization via push-sum algorithms

delete2014-03-17
delete52
PRE
AI
D
Deming Yuan *
S
Shengyuan Xu
J
Junwei Lu
DOI:10.1002/rnc.3164delete
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Abstract

Abstract

En 中文
This paper studies the problem of minimizing the sum of convex functions that all share a common global variable, each function is known by one specific agent in the network. The underlying network topology is modeled as a time-varying sequence of directed graphs, each of which is endowed with a non-doubly stochastic matrix. We present a distributed method that employs gradient-free oracles and push-sum algorithms for solving this optimization problem. We establish the convergence by showing that the method converges to an approximate solution at the expected rate of O(lnT/root T), where T is the iteration counter. A numerical example is also given to illustrate the proposed method. Copyright (c) 2014 John Wiley & Sons, Ltd.
Keywords:
multi-agent systems
average consensus
distributed optimization
gradient-free method
push-sum algorithm

Journal

International Journal of Robust and Nonlinear Control cover
International Journal of Robust and Nonlinear Control
IF:
3.2
Papers:
7.0K
Citations:
1.4W

Organization

N
Nanjing Normal University
Scholars:
1.7W
Papers: 1.3W
Citations: 1.9W
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