Title :
Distributed nonconvex optimization over networks
Author :
Paolo Di Lorenzo;Gesualdo Scutari
Author_Institution :
Department of Engineering, University of Perugia, Via G. Duranti 93, 06125, Italy
Abstract :
We study nonconvex distributed optimization in multi-agent networks. We introduce a novel algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex) function-the agents´ sum-utility-plus a convex (possibly nonsmooth) regularizer. The proposed method hinges on successive convex approximation (SCA) techniques while leveraging dynamic consensus as a mechanism to distribute the computation among the agents. Asymptotic convergence to (stationary) solutions of the nonconvex problem is established. Numerical results show that the new method compares favorably to existing algorithms on both convex and nonconvex problems.
Keywords :
"Convergence","Optimization","Heuristic algorithms","Approximation algorithms","Signal processing algorithms","Conferences","Algorithm design and analysis"
Conference_Titel :
Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2015 IEEE 6th International Workshop on
DOI :
10.1109/CAMSAP.2015.7383778