Infoscience

Conference paper

Distributed optimization via diffusion adaptation

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.

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