big-data problems

Multi-Agent asynchronous nonconvex large-scale optimization

We propose a novel algorithmic framework for the asynchronous and distributed optimization of multi-agent systems. We consider the constrained minimization of a nonconvex and nonsmooth partially separable sum-utility function, i.e., the cost function of each agent depends on the optimization variables of that agent and of its neighbors. This partitioned setting arises in several applications of practical interest.

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