Ricerc@Sapienza

We study distributed stochastic nonconvex optimization in multi-agent networks. We introduce a novel algorithmic framework for the distributed minimization of the sum of the expected value of a smooth (possibly nonconvex) function-the agents' sum-utility-plus a convex (possibly nonsmooth) regularizer. The proposed method hinges on successive convex approximation (SCA) techniques, leveraging dynamic consensus as a mechanism to track the average gradient among the agents, and recursive averaging to recover the expected gradient of the sumutility function.

In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex objective function, subject to nonconvex constraints, based on inner convex approximations.

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly) time-varying subset of vertices. We recast two classical adaptive algorithms in the graph signal processing framework, namely the least mean squares (LMS) and the recursive least squares (RLS) adaptive estimation strategies. For both methods, a detailed mean-square analysis illustrates the effect of random sampling on the adaptive reconstruction capability and the steady-state performance.