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Multiagent Newton–Raphson Optimization Over Lossy Networks
Department of Information Engineering, University of Padova, Padova, Italy.
Department of Information Engineering, University of Padova, Padova, Italy.
Department of Electrical, Electronic and Information Engineering, University of Bologna, Bologna, Italy.
Department of Information Engineering, University of Padova, Padova, Italy.
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2019 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 64, no 7, p. 2983-2990Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
IEEE, 2019. Vol. 64, no 7, p. 2983-2990
Keywords [en]
Distributed algorithms, optimization, packet loss, asynchronous communication, wireless networks
National Category
Control Engineering
Research subject
Control Engineering
Identifiers
URN: urn:nbn:se:ltu:diva-75543DOI: 10.1109/TAC.2018.2874748ISI: 000473489700031Scopus ID: 2-s2.0-85054493313OAI: oai:DiVA.org:ltu-75543DiVA, id: diva2:1343188
Note

Validerad;2019;Nivå 2;2019-08-15 (johcin)

Available from: 2019-08-15 Created: 2019-08-15 Last updated: 2019-08-15Bibliographically approved

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Varagnolo, Damiano

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