Distributed Optimization of Convex Sum of Non-Convex Functions

• DOI: 10.48550/arxiv.1608.05401
• Publication Date: 2016-01-01
• Authors: Shripad Gade; Nitin H. Vaidya
• Keywords: Proper convex function; Conic optimization

We present a distributed solution to optimizing convex function composed of several non-convex functions. Each is privately stored with an agent while the agents communicate neighbors form network. show that coupled consensus and projected gradient descent algorithm proposed in [1] can optimize sum functions under additional assumption on Lipschitzness. further discuss applications this analysis improving privacy optimization.