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Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication
[article]
2014
arXiv
pre-print
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the exponential convergence of the proposed algorithm under (i) strongly connected and weight-balanced digraph topologies when the local costs are strongly convex with globally Lipschitz gradients, and (ii) connected graph topologies when the local costs are strongly
arXiv:1401.4432v3
fatcat:3jyg7s47kva4bcol2ltoxh7cgi