• 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