Distributed stochastic algorithm for global optimization in networked system. (English) Zbl 1414.90293
Summary: 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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