Strong consistency of random gradient-free algorithms for distributed optimization

Author:

Chen Xing-Min1,Gao Chao2

Affiliation:

1. School of Mathematical Sciences; Dalian University of Technology; Dalian 116024 China

2. School of Information Science and Engineering; Dalian Polytechnic University; Dalian 116034 China

Funder

National Natural Science Foundation of China

Fundamental Research Funds for Central Universities

Youth Foundation of Dalian Polytechnic University

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Reference16 articles.

1. Distributed subgradient methods for multi-agent optimization;Nedić;IEEE Transactions on Automatic Control,2009

2. Constrained consensus and optimization in multi-agent networks;Nedić;IEEE Transactions on Automatic Control,2010

3. Distributed stochastic subgradient projection algorithms for convex optimization;Sundhar Ram;Journal of Optimization Theory and Applications,2010

4. Distributed primal-dual stochastic subgradient algorithms for multi-agent optimization under inequality constraints;Yuan;International Journal of Robust and Nonlinear Control,2013

5. Convergence of a multi-agent projected stochastic gradient algorithm for non-convex optimization;Bianchi;IEEE Transactions on Automatic Control,2013

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