# Annealing for Distributed Global Optimization

arXiv: https://arxiv.org/abs/1903.07258 · HTML: https://mlsanity.com/paper/1903.07258/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Mar 2019.

## Built on by (most cited first, 3 of 3)

- [Decentralized Nonconvex Optimization with Guaranteed Privacy and Accuracy](https://mlsanity.com/paper/2212.07534/) (2022)
- [Diffusion Stochastic Optimization for Min-Max Problems](https://mlsanity.com/paper/2401.14585/) (2024)
- [Accelerated Stochastic Min-Max Optimization Based on Bias-corrected Momentum](https://mlsanity.com/paper/2406.13041/) (2024)

## Abstract (arXiv)

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is assumed to possess a local objective function (assumed to be smooth, but possibly nonconvex). The paper considers algorithms for optimizing the sum function. A distributed algorithm of the consensus+innovations type is proposed which relies on first-order information at the agent level. Under appropriate conditions on network connectivity and the cost objective, convergence to the set of global optima is achieved by an annealing-type approach, with decaying Gaussian noise independently added into each agent's update step. It is shown that the proposed algorithm converges in probability to the set of global minima of the sum function.