Spectral-like gradient method for distributed optimization

被引:0
|
作者
Jakovetic, Dusan [1 ]
Krejic, Natasa [1 ]
Jerinkic, Natasa Krklec [1 ]
机构
[1] Univ Novi Sad, Fac Sci, Dept Math & Informat, Novi Sad, Serbia
关键词
Distributed optimization; Consensus optimization; Spectral gradient method; Barzilai-Borwein method; BARZILAI; CONSENSUS;
D O I
10.1109/eurocon.2019.8861761
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
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 step sizes 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.
引用
收藏
页数:5
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