Spectral-like gradient method for distributed optimization

Authors Dusan Jakovetić, Nataša Krejić, Nataša Krklec Jerinkić
Title Spectral-like gradient method for distributed optimization
Abstract We consider a standard distributed multi-agent optimization setting where n nodes (agents) in a network minimize the aggregate sum of their local convex cost functions. We present a distributed spectral-like gradient method, wherein stepsizes are node-and iteration-varying, and they are inspired by classical spectral methods from centralized optimization. Simulation examples illustrate the performance of the presented method.
ISBN 978-1-5386-9301-8
Conference IEEE EUROCON 2019 -18th International Conference on Smart Technologies
Date 1-4 July 2019
Location Novi Sad, Serbia
Url https://zenodo.org/record/3333533#.XiB6BS17HUI
DOI https://doi.org/10.1109/EUROCON.2019.8861761