arXiv:2611.07618v1 Announce Type: cross Abstract: This paper proposes a bilevel particle swarm optimization (PSO)-neurodynamic method for solving the distributed sparse least-squares problem regularized by the smoothly clipped absolute deviation (SCAD) penalty to global optimality. The SCAD penalty is nonsmooth and nonconvex, so existing distributed neurodynamic methods have not been extended to it directly. Through two-time-scale singular perturbation analysis, a rigorous full-trajectory convergence theory with explicit convergence rates is established for the inner collaborative multi-agent neurodynamic system without requiring the second-order sufficient condition. A theory-guided inner-outer collaborative optimization framework is further developed, in which a red-light green-light sensitivity mechanism is embedded in the outer PSO search to enhance global search while concentrating computational effort on the SCAD shape parameters, thereby improving recovery accuracy and computational efficiency. Simulation results on four sparse-recovery scenarios demonstrate that the proposed method accurately recovers the true sparsity pattern and achieves faster convergence and lower relative error than competing neurodynamic methods.