Asynchronous gossip-based gradient-free method for multiagent optimization

DOI10.1155/2014/618641MaRDI QIDQ1724545zbMATH OpenOpenAlexWikidataFDO

Authors Deming Yuan

Publication date 14 February 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/618641

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)

Review text

Summary: This paper considers the constrained multiagent optimization problem. The objective function of the problem is a sum of convex functions, each of which is known by a specific agent only. For solving this problem, we propose an asynchronous distributed method that is based on gradient-free oracles and gossip algorithm. In contrast to the existing work, we do not require that agents be capable of computing the subgradients of their objective functions and coordinating their step size values as well. We prove that with probability 1 the iterates of all agents converge to the same optimal point of the problem, for a diminishing step size.

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Cites work

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Cited in

(3)

• Partition-based multi-agent optimization in the presence of lossy and asynchronous communication
• Gradient‐free method for distributed multi‐agent optimization via push‐sum algorithms
• Generalised gossip-based subgradient method for distributed optimisation

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