A distributed continuous-time modified Newton-Raphson algorithm
From MaRDI portal
Abstract: We propose a continuous-time second-order optimization algorithm for solving unconstrained convex optimization problems with bounded Hessian. We show that this alternative algorithm has a comparable convergence rate to that of the continuous-time Newton-Raphson method, however structurally, it is amenable to a more efficient distributed implementation. We present a distributed implementation of our proposed optimization algorithm and prove its convergence via Lyapunov analysis. A numerical example demonstrates our results.
Recommendations
- A Unified Framework for Continuous-Time Unconstrained Distributed Optimization
- Event and Its Application in Algebraic Structures
- An adaptive penalty-like continuous-time algorithm to constrained distributed convex optimization
- Distributed Newton methods for strictly convex consensus optimization problems in multi-agent networks
- Distributed continuous-time algorithms for nonsmooth extended monotropic optimization problems
Cites work
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 41285 (Why is no real title available?)
- A Fast Distributed Asynchronous Newton-Based Optimization Algorithm
- A Randomized Incremental Subgradient Method for Distributed Optimization in Networked Systems
- Convexity of the inverse and Moore-Penrose inverse
- Distributed Average Tracking of Multiple Time-Varying Reference Signals With Bounded Derivatives
- Distributed Subgradient Methods for Multi-Agent Optimization
- Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling
- Multiagent Newton–Raphson Optimization Over Lossy Networks
- Newton-Raphson Consensus for Distributed Convex Optimization
- Nonlinear systems.
- On Distributed Convex Optimization Under Inequality and Equality Constraints
- Robust Dynamic Average Consensus Algorithms
- Zero-Gradient-Sum Algorithms for Distributed Convex Optimization: The Continuous-Time Case
Cited in
(3)
This page was built for publication: A distributed continuous-time modified Newton-Raphson algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2063762)
