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The use of network Newton methods for the decentralized optimization of a sum cost distributed through agents of a network is considered.
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K. I. Tsianos, S. Lawlor, and M. G. Rabbat, “Push-sum distributed dual averaging for convex optimization.” CDC , pp. 5453–5458, 2012
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Y. Cao, W. Yu, W. Ren, and G. Chen, “An overview of recent progress in the study of distributed multi-agent coordination,” IEEE Transactions on Industrial Informatics , vol. 9, pp. 427–438, 2013
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2014
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Q. Ling and A. Ribeiro, “Decentralized linearized alternating direction method of multipliers,” Acoustics, Speech and Signal Processing (ICASSP), 2014 IEEE International Conference on , pp. 5447–5451, 2014
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W. Shi, Q. Ling, K. Yuan, G. Wu, and W. Yin, “On the linear convergence of the admm in decentralized consensus optimization,” IEEE Transactions on Signal Processing , vol. 62, no. 7, pp. 1750–1761, 2014
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——, “Network newton–part i: Algorithm and convergence,” 2015
2015
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