Dual averaging for distributed optimization
John C. Duchi, Alekh Agarwal, Martin J. Wainwright · 2012
The focus of this paper is the development and analysis of distributed algorithms for solving convex optimization problems that are defined over networks. Such network structured optimization problems arise in a variety of application domains within the information sciences and engineering. For instance, problems such as multi-agent coordination, distributed tracking and localization, estimation problems in sensor networks and packet routing are all naturally cast as distributed convex minimization.