Gradient-free distributed optimization with exact convergence

• Main Authors: Pang, Yipeng, Hu, Guoqiang
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering; Distributed Optimization; Gradient-Free Methods
• Online Access: https://hdl.handle.net/10356/163543
• Institution: Nanyang Technological University

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called pseudo-gradient to guide the updates of the decision variables, which can...