Convergence of a Multi-Agent Projected Stochastic Gradient Algorithm for Non-Convex Optimization
From MaRDI portal
Publication:5353112
DOI10.1109/TAC.2012.2209984zbMath1369.90131arXiv1107.2526MaRDI QIDQ5353112
Jérémie Jakubowicz, Pascal Bianchi
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2526
Nonconvex programming, global optimization (90C26) Decentralized systems (93A14) Ordinary differential inclusions (34A60)
Related Items (25)
Decentralized Dictionary Learning Over Time-Varying Digraphs ⋮ On the Divergence of Decentralized Nonconvex Optimization ⋮ Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization ⋮ Distributed Stochastic Approximation with Local Projections ⋮ Stochastic mirror descent method for distributed multi-agent optimization ⋮ A framework for parallel and distributed training of neural networks ⋮ Strong consistency of random gradient‐free algorithms for distributed optimization ⋮ Distributed semi-supervised support vector machines ⋮ A gradient‐free distributed optimization method for convex sum of nonconvex cost functions ⋮ A causal filter of gradient information for enhanced robustness and resilience in distributed convex optimization ⋮ Decentralized nonconvex optimization with guaranteed privacy and accuracy ⋮ Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization ⋮ Distributed nonconvex constrained optimization over time-varying digraphs ⋮ Distributed gradient algorithm for constrained optimization with application to load sharing in power systems ⋮ Learning in monotone Bayesian games ⋮ Localization and approximations for distributed non-convex optimization ⋮ Second-Order Guarantees of Distributed Gradient Algorithms ⋮ A distributed asynchronous method of multipliers for constrained nonconvex optimization ⋮ A distributed hierarchical algorithm for multi-cluster constrained optimization ⋮ Stochastic approximation on Riemannian manifolds ⋮ Distributed stochastic gradient tracking methods ⋮ Cyclic stochastic approximation with disturbance on input in the parameter tracking problem based on a multiagent algorithm ⋮ Distributed Algorithms for Aggregative Games on Graphs ⋮ Geometrical convergence rate for distributed optimization with time-varying directed graphs and uncoordinated step-sizes ⋮ Distributed stochastic nonsmooth nonconvex optimization
This page was built for publication: Convergence of a Multi-Agent Projected Stochastic Gradient Algorithm for Non-Convex Optimization
