English

Gradient-Free Multi-Agent Nonconvex Nonsmooth Optimization

Optimization and Control 2019-04-10 v1 Computation

Abstract

In this paper, we consider the problem of minimizing the sum of nonconvex and possibly nonsmooth functions over a connected multi-agent network, where the agents have partial knowledge about the global cost function and can only access the zeroth-order information (i.e., the functional values) of their local cost functions. We propose and analyze a distributed primal-dual gradient-free algorithm for this challenging problem. We show that by appropriately choosing the parameters, the proposed algorithm converges to the set of first order stationary solutions with a provable global sublinear convergence rate. Numerical experiments demonstrate the effectiveness of our proposed method for optimizing nonconvex and nonsmooth problems over a network.

Keywords

Cite

@article{arxiv.1904.04650,
  title  = {Gradient-Free Multi-Agent Nonconvex Nonsmooth Optimization},
  author = {Davood Hajinezhad and Michael Zavlanos},
  journal= {arXiv preprint arXiv:1904.04650},
  year   = {2019}
}

Comments

Long version of CDC paper

R2 v1 2026-06-23T08:34:10.829Z