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arXiv · 2105.09443

A Distributed Continuous-time Modified Newton-Raphson Algorithm

Hossein Moradian·Solmaz S. Kia
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Abstract

We propose a continuous-time second-order optimization algorithm for solving unconstrained convex optimization problems with bounded Hessian. We show that this alternative algorithm has a comparable convergence rate to that of the continuous-time Newton-Raphson method, however structurally, it is amenable to a more efficient distributed implementation. We present a distributed implementation of our proposed optimization algorithm and prove its convergence via Lyapunov analysis. A numerical example demonstrates our results.

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Hossein Moradian, Solmaz S. Kia. 2021-05-20. A Distributed Continuous-time Modified Newton-Raphson Algorithm. https://arxiv.org/abs/2105.09443

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