Published July 12, 2019 | Version v1
Preprint Open

Spectral-like gradient method for distributed optimization

  • 1. University of Novi Sad Faculty of Sciences

Description

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.

Notes

preprint of a paper accepted in EUROCON 2019 conference (http://eurocon2019.org/)

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Additional details

Related works

Is supplemented by
10.5281/zenodo.3337781 (DOI)

Funding

European Commission
I-BiDaaS - Industrial-Driven Big Data as a Self-Service Solution 780787