Distributed Zero-Order Algorithms for Nonconvex Multiagent Optimization
Yujie Tang, Junshan Zhang, Na Li · IEEE Transactions on Control of Network Systems · 2020
Distributed multiagent optimization finds many applications in distributed learning, control, estimation, etc. Most existing algorithms assume knowledge of first-order information of the objective and have been analyzed for convex problems. However, there are situations where the objective is nonconvex, and one can only evaluate the function values at finitely many points. In this article, we consider derivative-free distributed algorithms for nonconvex multiagent optimization, based on recent progress in zero-order optimization. We develop two algorithms for different settings, provide detailed analysis of their convergence behavior, and compare them with existing centralized zero-order algorithms and gradient-based distributed algorithms.