4.7 Article

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

Journal

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
Volume 25, Issue 10, Pages 1569-1580

Publisher

WILEY
DOI: 10.1002/rnc.3164

Keywords

multi-agent systems; average consensus; distributed optimization; gradient-free method; push-sum algorithm

Funding

  1. National Natural Science Foundation of China [61304042, 61374087]
  2. Natural Science Foundation of Jiangsu Province [BK20130856]
  3. Specialized Research Fund for the Doctoral Program of Higher Education [20113219110026]
  4. 333 Project [BRA2011143]
  5. Qing Lan Project
  6. Program for Changjiang Scholars and Innovative Research Team in University

Ask authors/readers for more resources

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.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.7
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available