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.
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Acknowledgements
This work was supported in part by the National Natural Science Foundation of China under Grant Nos. 61571392, 61471320, and 61631003, and in part by the National Program for Special Support of Eminent Professionals.
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Communicated by Panos M. Pardalos.
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Wang, S., Li, C. Distributed Stochastic Algorithm for Global Optimization in Networked System. J Optim Theory Appl 179, 1001–1007 (2018). https://doi.org/10.1007/s10957-018-1355-9
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DOI: https://doi.org/10.1007/s10957-018-1355-9