CSpace  > 系统科学研究所
DISTRIBUTED SUBGRADIENT-FREE STOCHASTIC OPTIMIZATION ALGORITHM FOR NONSMOOTH CONVEX FUNCTIONS OVER TIME-VARYING NETWORKS
Wang, Yinghui1,2; Zhao, Wenxiao1,2; Hong, Yiguang1,2; Zamani, Mohsen3
2019
Source PublicationSIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN0363-0129
Volume57Issue:4Pages:2821-2842
AbstractIn this paper we consider a distributed stochastic optimization problem without gradient/subgradient information for local objective functions and subject to local convex constraints. Objective functions may he nonsmooth and observed with stochastic noises, and the network for the distributed design is time-varying. By adding stochastic dithers to local objective functions and constructing randomized differences motivated by the Kiefer-Wolfowitz algorithm, we propose a distributed subgradient-free algorithm for finding the global minimizer with local observations. Moreover, we prove that the consensus of estimates and global minimization can he achieved with probability one over the time-varying network, and we obtain the convergence rate of the mean average of estimates as well. Finally, we give numerical examples to illustrate the performance of the proposed algorithms.
Keyworddistributed stochastic optimization gradient-/subgadient-free algorithm nonsmoothness randomized differences
DOI10.1137/18M119046X
Language英语
Funding ProjectNational Key Research and Development Program of China[2016YFB0901900] ; National Natural Science Foundation of China (NSFC)[61733018] ; National Natural Science Foundation of China (NSFC)[61573344] ; NSFC[61822312] ; NSFC[61573345]
WOS Research AreaAutomation & Control Systems ; Mathematics
WOS SubjectAutomation & Control Systems ; Mathematics, Applied
WOS IDWOS:000483941200022
PublisherSIAM PUBLICATIONS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/33322
Collection系统科学研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
3.Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia
Recommended Citation
GB/T 7714
Wang, Yinghui,Zhao, Wenxiao,Hong, Yiguang,et al. DISTRIBUTED SUBGRADIENT-FREE STOCHASTIC OPTIMIZATION ALGORITHM FOR NONSMOOTH CONVEX FUNCTIONS OVER TIME-VARYING NETWORKS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2019,57(4):2821-2842.
APA Wang, Yinghui,Zhao, Wenxiao,Hong, Yiguang,&Zamani, Mohsen.(2019).DISTRIBUTED SUBGRADIENT-FREE STOCHASTIC OPTIMIZATION ALGORITHM FOR NONSMOOTH CONVEX FUNCTIONS OVER TIME-VARYING NETWORKS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,57(4),2821-2842.
MLA Wang, Yinghui,et al."DISTRIBUTED SUBGRADIENT-FREE STOCHASTIC OPTIMIZATION ALGORITHM FOR NONSMOOTH CONVEX FUNCTIONS OVER TIME-VARYING NETWORKS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 57.4(2019):2821-2842.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Wang, Yinghui]'s Articles
[Zhao, Wenxiao]'s Articles
[Hong, Yiguang]'s Articles
Baidu academic
Similar articles in Baidu academic
[Wang, Yinghui]'s Articles
[Zhao, Wenxiao]'s Articles
[Hong, Yiguang]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Wang, Yinghui]'s Articles
[Zhao, Wenxiao]'s Articles
[Hong, Yiguang]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.