On Distributed Stochastic Gradient Algorithms for Global Optimization

Brian Swenson, Anirudh Sridhar, H. Vincent Poor

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

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
CountrySpain
CityBarcelona
Period5/4/205/8/20

All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Keywords

  • Distributed optimization
  • global optimization
  • nonconvex optimization

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  • Cite this

    Swenson, B., Sridhar, A., & Poor, H. V. (2020). On Distributed Stochastic Gradient Algorithms for Global Optimization. In 2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Proceedings (pp. 8594-8598). [9054279] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2020-May). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP40776.2020.9054279