@inproceedings{be4f33127d1f42d4a8e551cc68af9515,
title = "Annealing for Distributed Global Optimization",
abstract = "The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is assumed to possess a local objective function (assumed to be smooth, but possibly nonconvex). The paper considers algorithms for optimizing the sum function. A distributed algorithm of the consensus + innovations type is proposed which relies on first-order information at the agent level. Under appropriate conditions on network connectivity and the cost objective, convergence to the set of global optima is achieved by an annealing-type approach, with decaying Gaussian noise independently added into each agent's update step. It is shown that the proposed algorithm converges in probability to the set of global minima of the sum function.",
author = "Brian Swenson and Soummya Kar and Poor, \{H. Vincent\} and Moura, \{Jose M.F.\}",
note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 58th IEEE Conference on Decision and Control, CDC 2019 ; Conference date: 11-12-2019 Through 13-12-2019",
year = "2019",
month = dec,
doi = "10.1109/CDC40024.2019.9029708",
language = "English (US)",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "3018--3025",
booktitle = "2019 IEEE 58th Conference on Decision and Control, CDC 2019",
address = "United States",
}