Yuan, KunYing, BichengZhao, XiaochuanSayed, Ali H.2017-12-192017-12-192017-12-19201710.23919/EUSIPCO.2017.8081185https://infoscience.epfl.ch/handle/20.500.14299/143450This work develops a distributed optimization algorithm with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown to have a wider stability range and superior convergence performance than the EXTRA consensus strategy. The exact diffusion solution is also applicable to non-symmetric left-stochastic combination matrices, while most earlier developments on exact consensus implementations are limited to doubly-stochastic matrices or right-stochastic matrices; these latter policies impose stringent constraints on the network topology. Stability and convergence results are noted, along with numerical simulations to illustrate the conclusions.Exact diffusion strategy for optimization by networked agentstext::conference output::conference proceedings::conference paper