Finite-time convergent distributed consensus optimisation over networks

In this study, a finite-time convergent distributed continuous-time algorithm is proposed to solve a network optimisation problem where the global cost function is the sum of strictly convex local cost functions under an undirected network with fixed topologies. The algorithm is inspired by finite-time consensus protocols and continuous-time zero-gradient-sum algorithms. Instead of the exponential convergence in existing works, the finite-time convergence is guaranteed based on the Lyapunov method. A numerical simulation example is provided to illustrate the effectiveness of the developed algorithm.

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