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Newton-Raphson Consensus for Distributed Convex Optimization

Newton-Raphson Consensus for Distributed Convex Optimization

We address the problem of distributed unconstrained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to communication constraints, and wants to collaborate to compute the minimizer of the sum of the local costs. …