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Asynchronous Gossip-Based Gradient-Free Method for Multiagent Optimization
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-02
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
This paper considers the constrained multiagent optimization problem.
The objective function of the problem is a sum of convex functions, each of which is known by a specific agent only.
For solving this problem, we propose an asynchronous distributed method that is based on gradient-free oracles and gossip algorithm.
In contrast to the existing work, we do not require that agents be capable of computing the subgradients of their objective functions and coordinating their step size values as well.
We prove that with probability 1 the iterates of all agents converge to the same optimal point of the problem, for a diminishing step size.
American Psychological Association (APA)
Yuan, Deming. 2014. Asynchronous Gossip-Based Gradient-Free Method for Multiagent Optimization. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1014349
Modern Language Association (MLA)
Yuan, Deming. Asynchronous Gossip-Based Gradient-Free Method for Multiagent Optimization. Abstract and Applied Analysis No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-1014349
American Medical Association (AMA)
Yuan, Deming. Asynchronous Gossip-Based Gradient-Free Method for Multiagent Optimization. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1014349
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014349