Newton-Raphson Consensus for Distributed Convex Optimization

• Published in: IEEE transactions on automatic control Vol. 61; no. 4; pp. 994 - 1009
• Main Authors: Varagnolo, Damiano, Zanella, Filippo, Cenedese, Angelo, Pillonetto, Gianluigi, Schenato, Luca
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.04.2016; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithm design and analysis; Computational geometry; consensus; Control Engineering; Convergence; Convex functions; Convexity; Cost engineering; Cost function; Distributed optimization; Heuristic algorithms; Lyapunov methods; Mathematical models; multi-agent systems; Newton Raphson methods; Optimization; Reglerteknik; smooth functions; Strategy; unconstrained convex optimization; smooth functions; unconstrained convex optimization; multi-agent systems; distributed optimization; Newton-Raphson methods; Consensus

We address the problem of distributed unconstrained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to communication constraints, and wants to collaborate to compute the min...