Proximity Without Consensus in Online Multi-Agent Optimization

17 Jun 2016Alec KoppelBrian M. SadlerAlejandro Ribeiro

We consider stochastic optimization problems in multi-agent settings, where a network of agents aims to learn parameters which are optimal in terms of a global objective, while giving preference to locally observed streaming information. To do so, we depart from the canonical decentralized optimization framework where agreement constraints are enforced, and instead formulate a problem where each agent minimizes a global objective while enforcing network proximity constraints... (read more)

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