Dual averaging for distributed optimization

John C. Duchi, Alekh Agarwal, Martin J. Wainwright

Abstract: The focus of this paper is the development and analysis of distributed algorithms for solving convex optimization problems that are defined over networks. Such network structured optimization problems arise in a variety of application domains within the information sciences and engineering. For instance, problems such as multi-agent coordination, distributed tracking and localization, estimation problems in sensor networks and packet routing are all naturally cast as distributed convex minimization.