Achieving Linear Convergence in Distributed Asynchronous Multiagent Optimization

• Published in: IEEE transactions on automatic control Vol. 65; no. 12; pp. 5264 - 5279
• Main Authors: Tian, Ye, Sun, Ying, Scutari, Gesualdo
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.12.2020; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Asynchrony; Convergence; Convex functions; delay; Delays; Directed graphs; Distributed algorithms; distributed optimization; Graph theory; linear convergence; Multiagent systems; nonconvex optimization; Optimization; Robustness (mathematics)

This article studies multiagent (convex and nonconvex ) optimization over static digraphs. We propose a general distributed asynchronous algorithmic framework whereby 1) agents can update their local variables as well as communicate with their neighbors at any time, without any form of coordination;...