DocumentCode
3731791
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
fYear
2015
Firstpage
229
Lastpage
232
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"
Publisher
ieee
Conference_Titel
Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2015 IEEE 6th International Workshop on
Type
conf
DOI
10.1109/CAMSAP.2015.7383778
Filename
7383778
Link To Document