On Distributed Stochastic Gradient Algorithms for Global Optimization

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    8 Scopus citations

    Abstract

    The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by adding slowly decaying Gaussian noise in order to escape local minima. However, the technical assumptions under which convergence is known to occur can be restrictive in practice. In particular, in known convergence results, the local objective functions possessed by agents are required to satisfy a highly restrictive bounded-gradient-dissimilarity condition. The paper demonstrates convergence to the set of global minima while relaxing this key assumption.

    Original languageEnglish (US)
    Title of host publication2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Proceedings
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages8594-8598
    Number of pages5
    ISBN (Electronic)9781509066315
    DOIs
    StatePublished - May 2020
    Event2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Barcelona, Spain
    Duration: May 4 2020May 8 2020

    Publication series

    NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
    Volume2020-May
    ISSN (Print)1520-6149

    Conference

    Conference2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020
    Country/TerritorySpain
    CityBarcelona
    Period5/4/205/8/20

    All Science Journal Classification (ASJC) codes

    • Software
    • Signal Processing
    • Electrical and Electronic Engineering

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