Title :
Distributed optimization via diffusion adaptation
Author :
Chen, Jianshu ; Tu, Sheng-Yuan ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. Eng., Univ. of California, Los Angeles, CA, USA
Abstract :
We develop an iterative diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components, and diffusion strategy allows the nodes to cooperate and diffuse information in real-time. Compared to incremental methods, diffusion methods do not require the use of a cyclic path over the nodes and are more robust to node and link failure.
Keywords :
iterative methods; optimisation; diffusion adaptation; diffusion methods; distributed optimization; global cost function; incremental methods; individual components; iterative diffusion mechanism; link failure; Adaptive systems; Approximation methods; Convergence; Cost function; Estimation; Vectors; Distributed optimization; convex optimization; diffusion adaptation; incremental strategy; learning;
Conference_Titel :
Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2011 4th IEEE International Workshop on
Conference_Location :
San Juan
Print_ISBN :
978-1-4577-2104-5
DOI :
10.1109/CAMSAP.2011.6136004
