Abstract
In this study, a Newton consensus method is proposed for the distributed optimization of a multi-agent systems operating over strongly connected digraphs. The approach proposes an approximate Newton step for both the primal and dual problems that can be implemented in a completely decentralized fashion. The asymmetry in the communication network is addressed by computing an approximate Newton step that only requires the out-Laplacian. The proposed Newton consensus approach does not require the exchange of derivative information between agents. In addition, the optimization approach avoids the explicit inversion of the approximate Hessian information for the computation of the Newton step. A simulation study demonstrates the effectiveness of the technique.
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