Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication

@article{Kia2015DistributedCO,
  title={Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication},
  author={Solmaz S. Kia and Jorge Cort{\'e}s and Sonia Mart{\'i}nez},
  journal={Automatica},
  year={2015},
  volume={55},
  pages={254-264}
}
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is strictly convex and equal to 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… CONTINUE READING
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