Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs
Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs
This technical note studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed scenarios, we show that the consensus-based dynamics that solves the continuous-time distributed optimization problem …