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.
['Jianshu Chen', 'Sheng-Yuan Tu', 'Ali H. Sayed']
Distributed optimization via diffusion adaptation