Distributed Stochastic Algorithm for Global Optimization in Networked System
Shengnan Wang and
Chunguang Li ()
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Shengnan Wang: Zhejiang University
Chunguang Li: Zhejiang University
Journal of Optimization Theory and Applications, 2018, vol. 179, issue 3, No 13, 1007 pages
Abstract:
Abstract This paper studies the distributed optimization problem, whose aim is to find the global minimizer of the sum of multiple agents’ local nonconvex objective functions in a networked system. To solve such a distributed global optimization problem, we propose a distributed stochastic algorithm and we give detailed analysis of the global convergence of the proposed algorithm.
Keywords: Distributed optimization; Networked system; Global optimization; Stochastic algorithm (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10957-018-1355-9
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