A dual ascent algorithm for asynchronous distributed optimization with unreliable directed communications
arXiv:1809.09516
Abstract
We show that the averaged consensus algorithm on directed graphs with unreliable communications by Bof-Carli-Schenato has a dual optimization interpretation, which could be extended to the case of distributed optimization. We report on our numerical simulations for the distributed optimization algorithm for smooth and nonsmooth functions.
13 pages, 2 figures. Elaborated proofs, mostly in Theorems 3.2 and 3.3. Added a figure to describe the algorithm of Bof-Carli-Schenato