A Distributed Convex Optimization Algorithm with Continuous-Time Communication
Mohammad Jahvani, Martin Guay · 2022
This paper proposes a modified consensus-based distributed algorithm to solve a class of convex network optimization problems. In particular, we consider the directed multi-agent networks, where the communications are not necessarily bidirectional. Under standard convexity and smoothness assumptions about the local cost functions and strong connectivity of the communication network, we show that the proposed network flow converges exponentially to the global minimizer. Simulation studies are also provided to corroborate our results.