Authors
Ying Sun, Gesualdo Scutari, Daniel Palomar
Publication date
2016/7/1
Journal
arXiv preprint arXiv:1607.00249
Description
We study nonconvex distributed optimization in multiagent networks where the communications between nodes is modeled as a time-varying sequence of arbitrary digraphs. We introduce a novel broadcast-based distributed algorithmic framework for the (constrained) minimization of the sum of a smooth (possibly nonconvex and nonseparable) function, i.e., the agents' sum-utility, plus a convex (possibly nonsmooth and nonseparable) regularizer. The latter is usually employed to enforce some structure in the solution, typically sparsity. The proposed method hinges on Successive Convex Approximation (SCA) techniques coupled with i) a tracking mechanism instrumental to locally estimate the gradients of agents' cost functions; and ii) a novel broadcast protocol to disseminate information and distribute the computation among the agents. Asymptotic convergence to stationary solutions is established. A key feature of …
Total citations
20162017201820192020202120222023202411219251710964
Scholar articles
Y Sun, G Scutari, D Palomar - 2016 50th Asilomar Conference on Signals, Systems …, 2016