Distributed optimization via diffusion adaptation

Jianshu Chen, Sheng-Yuan Tu, Ali H. Sayed

Abstract: We develop an iterative diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components, and diffusion strategy allows the nodes to cooperate and diffuse information in real-time. Compared to incremental methods, diffusion methods do not require the use of a cyclic path over the nodes and are more robust to node and link failure.