Analysis of Newton-Raphson Consensus for multi-agent convex optimization under asynchronous and lossy communications

Abstract: We extend a multi-agent convex-optimization algorithm named Newton-Raphson consensus to a network scenario that involves directed, asynchronous and lossy communications. We theoretically analyze the stability and performance of the algorithm and, in particular, provide sufficient conditions that guarantee local exponential convergence of the node-states to the global centralized minimizer even in presence of packet losses. Finally, we complement the theoretical analysis with numerical simulations that compare the performance of the Newton-Raphson consensus against asynchronous implementations of distributed subgradient methods on real datasets extracted from open-source databases.