A Zeroth-Order Proximal Algorithm for Consensus Optimization
A Zeroth-Order Proximal Algorithm for Consensus Optimization
This paper considers a consensus optimization problem, where all the nodes in a network, with access to the zeroth-order information of its local objective function only, attempt to cooperatively achieve a common minimizer of the sum of their local objectives. To address this problem, we develop ZoPro, a zeroth-order proximal …