ZONE: Zeroth-Order Nonconvex Multiagent Optimization Over Networks

DOI10.1109/TAC.2019.2896025MaRDI QIDQ5211153zbMATH OpenOpenAlexWikidataFDO

Authors Davood Hajinezhad, Mingyi Hong, Alfredo García

Publication date 28 January 2020

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

Full work available at URL https://arxiv.org/abs/1710.09997

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Integer programming (90C10) Derivative-free methods and methods using generalized derivatives (90C56)

Abstract: In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently from all existing works on distributed optimization, our focus is given to optimizing a class of non-convex problems, and under the challenging setting where each agent can only access the zeroth-order information (i.e., the functional values) of its local functions. For different types of network topologies such as undirected connected networks or star networks, we develop efficient distributed algorithms and rigorously analyze their convergence and rate of convergence (to the set of stationary solutions). Numerical results are provided to demonstrate the efficiency of the proposed algorithms.

Cited in

(8)

• A trust-region approach for computing Pareto fronts in multiobjective derivative-free optimization
• Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
• Distributed gradient descent method with edge-based event-driven communication for non-convex optimization
• Random gradient-free method for online distributed optimization with strongly pseudoconvex cost functions
• Zeroth-order algorithms for stochastic distributed nonconvex optimization
• Zeroth-order feedback optimization for cooperative multi-agent systems
• Distributed zeroth-order optimization: convergence rates that match centralized counterpart
• Sampling-data-based distributed optimisation of second-order multi-agent systems with PI strategy

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