Change search
ReferencesLink to record
Permanent link

Direct link
Asynchronous Newton-Raphson Consensus for distributed convex optimization
KTH, School of Electrical Engineering (EES), Automatic Control.
Show others and affiliations
2012 (English)In: Estimation and Control of Networked Systems: Volume 3, Part 1, 2012, 133-138 p.Conference paper (Refereed)
Abstract [en]

We consider the distributed unconstrained minimization of separable convex cost functions, where the global cost is given by the sum of several local and private costs, each associated to a specific agent of a given communication network. We specifically address an asynchronous distributed optimization technique called Newton-Raphson Consensus. Beside having low computational complexity, low communication requirements and being interpretable as a distributed Newton-Raphson algorithm, the technique has also the beneficial properties of requiring very little coordination and naturally supporting time-varying topologies. In this work we analytically prove that under some assumptions it shows either local or global convergence properties, and corroborate this result by the means of numerical simulations.

Place, publisher, year, edition, pages
2012. 133-138 p.
, IFAC Proceedings Volumes (IFAC-PapersOnline), ISSN 1474-6670
Keyword [en]
Distributed minimization, Second order methods, Separable cost functions
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
URN: urn:nbn:se:kth:diva-132100DOI: 10.3182/20120914-2-US-4030.00027ScopusID: 2-s2.0-84881014165ISBN: 978-390282322-9OAI: diva2:658268
3rd IFAC Workshop on Distributed Estimation and Control in Networked Systems, NECSYS 2012, 14 September 2012 through 15 September 2012, Santa Barbara, CA

QC 20131021

Available from: 2013-10-21 Created: 2013-10-21 Last updated: 2013-10-21Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Varagnolo, Damiano
By organisation
Automatic Control
Electrical Engineering, Electronic Engineering, Information Engineering

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 13 hits
ReferencesLink to record
Permanent link

Direct link