Linear Convergence in Optimization Over Directed Graphs With Row-Stochastic Matrices.

IEEE Transactions on Automatic Control(2018)

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摘要
This paper considers a distributed optimization problem over a multiagent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described by a directed graph. Existing distributed optimization algorithms for directed graphs require at least the knowledge of the neighbors' outdegree at each agent (...
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关键词
Convergence,Linear programming,Convex functions,Cost function,Indexes,Acceleration
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