Non-Convex Distributed Optimization

DOI10.1109/TAC.2017.2648041MaRDI QIDQ4589436zbMATH OpenOpenAlexFDO

Authors Tatiana Tatarenko, Behrouz Touri

Publication date 10 November 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.00895

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Distributed algorithms (68W15)

Abstract: We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results obtained previously to the case of non-convex functions. Under some additional technical assumptions on the gradients we prove the convergence of the distributed push-sum algorithm to some critical point of the objective function. By utilizing perturbations on the update process, we show the almost sure convergence of the perturbed dynamics to a local minimum of the global objective function. Our analysis shows that this noised procedure converges at a rate of $O(1/t)$.

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(20)

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• Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
• Measurement-based efficient resource allocation with demand-side adjustments
• Stochastic learning in multi-agent optimization: communication and payoff-based approaches

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