Incremental gradient-free method for nonsmooth distributed optimization
In this paper we consider the minimization of the sum of local convex component functions distributed over a multi-agent network. We first extend the Nesterov's random gradient-free method to the incremental setting. Then we propose the incremental gradient-free methods, including a cyclic orde...
| Main Authors: | , , , , , , |
|---|---|
| Format: | Journal Article |
| Published: |
American Institute of Mathematical Sciences
2017
|
| Online Access: | http://hdl.handle.net/20.500.11937/57713 |