Randomized Algorithms for Distributed Nonlinear Optimization Under Sparsity Constraints

• Published in: IEEE transactions on signal processing Vol. 64; no. 6; pp. 1420 - 1434
• Main Authors: Ravazzi, Chiara, Fosson, Sophie M., Magli, Enrico
• Format: Journal Article
• Language: English
• Published: New York IEEE 15.03.2016; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Compressed sensing; Convergence; Distributed optimization; Heuristic algorithms; Links; Mathematical analysis; Mathematical models; Monitoring; Multi-agent systems; Networks; nonlinear optimization; Nonlinearity; Optimization; randomized algorithms; Signal processing algorithms; sparse signal recovery; Sparsity

Distributed optimization in multi-agent systems under sparsity constraints has recently received a lot of attention. In this paper, we consider the in-network minimization of a continuously differentiable nonlinear function which is a combination of local agent objective functions subject to sparsit...