Gradient-free method for nonsmooth distributed optimization
In this paper, we consider a distributed nonsmooth optimization problem over a computational multi-agent network. We first extend the (centralized) Nesterov’s random gradient-free algorithm and Gaussian smoothing technique to the distributed case. Then, the convergence of the algorithm is proved. Fu...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Springer
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/35457 |