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Naoki HAYASHI Masaaki NAGAHARA
This paper proposes a novel distributed proximal minimization algorithm for constrained optimization problems over fixed strongly connected networks. At each iteration, each agent updates its own state by evaluating a proximal operator of its objective function under a constraint set and compensating the unbalancing due to unidirectional communications. We show that the states of all agents asymptotically converge to one of the optimal solutions. Numerical results are shown to confirm the validity of the proposed method.