Distributed Stochastic Algorithm for Global Optimization in Networked System |
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| Authors: | Shengnan Wang Chunguang Li |
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| Affiliation: | 1.College of Information Science and Electronic Engineering, The Zhejiang Provincial Key Laboratory of Information Processing, Communication and Networking,Zhejiang University,Hangzhou,People’s Republic of China |
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| 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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