Title
Multi-Agent Newton-Raphson Optimizaton Over Lossy Networks
Abstract
In this work, we study the problem of unconstrained convex optimization in a fully distributed multiagent 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-scale principle that under mild conditions (i.e., persistency of the agents activation and bounded consecutive communication failures), the proposed algorithm is provably locally exponentially stable with respect to the optimal global solution. Finally, we complement the theoretical analysis with numerical simulations and comparisons based on real datasets.
Year
DOI
Venue
2019
10.1109/tac.2018.2874748
IEEE Transactions on Automatic Control
Keywords
DocType
Volume
Peer-to-peer computing,Newton method,Optimization,Robustness,Protocols,Packet loss
Journal
64
Issue
ISSN
Citations 
7
0018-9286
1
PageRank 
References 
Authors
0.36
0
5
Name
Order
Citations
PageRank
nicoletta bof1362.69
Ruggero Carli289469.17
Giuseppe Notarstefano347042.83
L. Schenato483972.18
Damiano Varagnolo512115.26