Abstract

Distributed multi-agent optimization is the core of many applications in distributed learning, control, estimation, etc. Most existing algorithms assume knowledge of first-order information of the objective and have been analyzed for convex problems. However, there are situations where the objective is nonconvex, and one can only obtain zero-order information of the objective. In this paper we consider derivative-free distributed algorithms for nonconvex multi-agent optimization, based on recent progress in zero-order optimization. We develop two algorithms for different settings, provide their convergence rates and compare them with existing centralized zero-order algorithms and first-order distributed algorithms.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.