NDLI: The convergence rate of Newton-Raphson consensus optimization for quadratic cost functions

Content Provider	IEEE Xplore Digital Library
Author	Zanella, F. Varagnolo, D. Cenedese, A. Pillonetto, G. Schenato, L.
Copyright Year	2012
Description	Author affiliation: Department of Information Engineering, University of Padova, via Gradenigo 6/b, 35131, Italy (Zanella, F.; Varagnolo, D.; Cenedese, A.; Pillonetto, G.; Schenato, L.)
Abstract	We consider the convergence rates of two convex optimization strategies in the context of multi agent systems, namely the Newton-Raphson consensus optimization and a distributed Gradient-Descent opportunely derived from the first. To allow analytical derivations, the convergence analyses are performed under the simplificative assumption of quadratic local cost functions. In this framework we derive sufficient conditions which guarantee the convergence of the algorithms. From these conditions we then obtain closed form expressions that can be used to tune the parameters for maximizing the rate of convergence. Despite these formulae have been derived under quadratic local cost functions assumptions, they can be used as rules-of-thumb for tuning the parameters of the algorithms in general situations.
Starting Page	5098
Ending Page	5103
File Size	393607
Page Count	6
File Format	PDF
ISBN	9781467320658
ISSN	07431546
e-ISBN	9781467320665
e-ISBN	9781467320641
DOI	10.1109/CDC.2012.6426750
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-12-10
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Convergence Cost function Stability analysis Vectors Asymptotic stability Convex functions rate of convergence distributed optimization convex optimization consensus algorithms multi-agent systems Newton-Raphson methods
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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