A Distributed Second-Order Gradient Continuous-Time Algorithm for Resource Allocation

Abstract

In this paper, a distributed resource allocation problem is considered where multiple agents want to allocate network resources among themselves while optimizing certain performance index. The first continuous-time distributed second-order gradient algorithm is proposed for resource allocation over static (non-switching) graphs under synchronous protocol. The algorithm is able to converge to the optimal solution of the problem with exponential convergence rate under suitable assumptions. Finally, a numerical example of a distributed estimation in wireless sensor networks is given by using the algorithm in order to demonstrate the results.