DEXTRA: A Fast Algorithm for Optimization Over Directed Graphs

• Published in: IEEE transactions on automatic control Vol. 62; no. 10; pp. 4980 - 4993
• Main Authors: Chenguang Xi, Khan, Usman A.
• Format: Journal Article
• Language: English
• Published: IEEE 01.10.2017
• Subjects: Acceleration; Convergence; Directed graphs; Distributed algorithms; distributed optimization; Indexes; Linear programming; multiagent networks; Optimization; Symmetric matrices

This paper develops a fast distributed algorithm, termed DEXTRA, to solve the optimization problem when n agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the communication between the agents is described by a directed graph. Exis...