Newton-Raphson Consensus for Distributed Convex Optimization
From MaRDI portal
Abstract: We address the problem of distributed uncon- strained 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 minimizer of the sum of the local costs. We propose a design methodology that combines average consensus algorithms and separation of time-scales ideas. This strategy is proved, under suitable hypotheses, to be globally convergent to the true minimizer. Intuitively, the procedure lets the agents distributedly compute and sequentially update an approximated Newton- Raphson direction by means of suitable average consensus ratios. We show with numerical simulations that the speed of convergence of this strategy is comparable with alternative optimization strategies such as the Alternating Direction Method of Multipliers. Finally, we propose some alternative strategies which trade-off communication and computational requirements with convergence speed.
Cited in
(48)- Is ADMM always faster than average consensus?
- Exponential convergence of a distributed algorithm for solving linear algebraic equations
- Convergence rate analysis of distributed optimization with projected subgradient algorithm
- Distributed optimal in-network resource allocation algorithm design via a control theoretic approach
- Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication
- Distributed constrained stochastic subgradient algorithms based on random projection and asynchronous broadcast over networks
- Distributed decision-coupled constrained optimization via proximal-tracking
- A distributed continuous-time modified Newton-Raphson algorithm
- Triggered gradient tracking for asynchronous distributed optimization
- Distributed adaptive Newton methods with global superlinear convergence
- Exponential convergence of distributed optimization for heterogeneous linear multi-agent systems over unbalanced digraphs
- A unitary distributed subgradient method for multi-agent optimization with different coupling sources
- Tracking-ADMM for distributed constraint-coupled optimization
- A distributed fixed-time optimization algorithm for multi-agent systems
- Distributed approximate Newton algorithms and weight design for constrained optimization
- Partition-based multi-agent optimization in the presence of lossy and asynchronous communication
- Distributed Newton methods for strictly convex consensus optimization problems in multi-agent networks
- Distributed second-order continuous-time optimization via adaptive algorithm with nonuniform gradient gains
- Cluster-based distributed augmented Lagrangian algorithm for a class of constrained convex optimization problems
- A locally convergent continuous-time algorithm to find all the roots of a time-varying polynomial
- Subgradient averaging for multi-agent optimisation with different constraint sets
- A distributed methodology for approximate uniform global minimum sharing
- Noise-to-state exponentially stable distributed convex optimization on weight-balanced digraphs
- A distributed simultaneous perturbation approach for large-scale dynamic optimization problems
- Binary classification posed as a quadratically constrained quadratic programming and solved using particle swarm optimization
- Distributed line search for multiagent convex optimization
- Distributed smooth optimisation with event-triggered proportional-integral algorithms
- Newton-like method with diagonal correction for distributed optimization
- Collaborative neurodynamic optimization for solving nonlinear equations
- Two-timescale recurrent neural networks for distributed minimax optimization
- Distributed continuous‐time constrained convex optimization with general time‐varying cost functions
- Distributed fixed-time cluster optimisation for multi-agent systems
- A novel dynamic event-triggered mechanism for dynamic average consensus
- An event-triggered collaborative neurodynamic approach to distributed global optimization
- Distributed finite‐time optimization algorithms for multi‐agent systems under directed graphs
- A p-power neurodynamic approach to distributed nonconvex optimization
- Finite-time average consensus based approach for distributed convex optimization
- Sampled-data-based disturbance compensation distributed optimization control for a class of multi-agent systems
- Distributed second-order multi-agent constrained optimization algorithm with time-varying cost function
- Multi-agent flocking control with complex obstacles and adaptive distributed convex optimization
- Distributed optimisation in smart grids via finite-time initialisation-free approach
- AB /Push-Pull method for distributed optimization in time-varying directed networks
- Adaptive fractional distributed optimization algorithm with directed spanning trees.
- A distributed Newton-Raphson extremum seeking algorithm for heterogeneous linear multi-agent systems over unbalanced digraphs
- Differentially private and communication-efficient distributed nonconvex optimization algorithms
- Compressed gradient tracking algorithms for distributed nonconvex optimization
- Communication-efficient ADMM using quantization-aware Gaussian process regression
- Identification and adaptive multi-dimensional Taylor network control of single-input single-output non-linear uncertain time-varying systems with noise disturbances
This page was built for publication: Newton-Raphson Consensus for Distributed Convex Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2980605)
