Newton-Raphson Consensus under asynchronous and lossy communications for peer-to-peer networks

arXiv1707.09178MaRDI QIDQ6289528FDOQ6289528

Authors: Nicoletta Bof, Ruggero Carli, Giuseppe Notarstefano, Luca Schenato, Damiano Varagnolo 

Publication date: 28 July 2017

Abstract: In this work we study the problem of unconstrained convex-optimization in a fully distributed multi-agent setting which includes asynchronous computation and lossy communication. In particular, we extend a recently proposed algorithm named Newton-Raphson Consensus by integrating it with a broadcast-based average consensus algorithm which is robust to packet losses. We show via the separation of time scales principle that under mild conditions (i.e., persistency of the agents activation and bounded consecutive communication failures) the proposed algorithm is proved to be locally exponentially stable with respect to the optimal global solution. Finally, we complement the theoretical analysis with numerical simulations that are based on real datasets.

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