Distributed nonconvex multiagent optimization over time-varying networks

Ying Sun, Gesualdo Scutari, Daniel Palomar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We study nonconvex distributed optimization in multiagent networks where the communications between nodes is modeled as a time-varying sequence of arbitrary digraphs. We introduce a novel broadcast-based distributed algorithmic framework for the (constrained) minimization of the sum of a smooth (possibly nonconvex and nonseparable) function, i.e., the agents' sum-utility, plus a convex (possibly nonsmooth and nonseparable) regularizer. The latter is usually employed to enforce some structure in the solution, typically sparsity. The proposed method hinges on Successive Convex Approximation (SCA) techniques coupled with i) a tracking mechanism instrumental to locally estimate the gradients of agents' cost functions; and ii) a novel broadcast protocol to disseminate information and distribute the computation among the agents. Asymptotic convergence to stationary solutions is established. A key feature of the proposed algorithm is that it neither requires the double-stochasticity of the consensus matrices (but only column stochasticity) nor the knowledge of the graph sequence to implement. To the best of our knowledge, the proposed framework is the first broadcast-based distributed algorithm for convex and nonconvex constrained optimization over arbitrary, time-varying digraphs. Numerical results show that our algorithm outperforms current schemes on both convex and nonconvex problems.

Original languageEnglish (US)
Title of host publicationConference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages788-794
Number of pages7
ISBN (Electronic)9781538639542
DOIs
StatePublished - Mar 1 2017
Event50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016 - Pacific Grove, United States
Duration: Nov 6 2016Nov 9 2016

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

Other50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
CountryUnited States
CityPacific Grove
Period11/6/1611/9/16

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Networks and Communications

Fingerprint Dive into the research topics of 'Distributed nonconvex multiagent optimization over time-varying networks'. Together they form a unique fingerprint.

Cite this