“…The applications of distributed optimization in control and estimation are very broad, e.g., wireless sensor networks, (Biswas et al, 2006;Simonetto and Leus, 2014;Wang et al, 2008), power systems, (Kargarian et al, 2016;Molzahn et al, 2017), autonomous 1 Introduction vehicles, (Bian et al, 2019;Cao et al, 2012;Khayatian et al, 2020;Malikopoulos et al, 2018;Tajalli and Hajbabaie, 2018), machine learning, (Boyd et al, 2011;Nedic, 2020), robotic networks, (Bullo et al, 2008), communication networks, (Johansson, 2008Sayed, 2014), and multi-agent systems, (Fioretto et al, 2018;Ren and Cao, 2011;Zhu and Martínez, 2015), to name a few. For a thorough and recent review of distributed optimization algorithms, refer to Boyd et al (2011);Molzahn et al (2017); Nedić and Liu (2018); Nedich et al (2015); Yang and Johansson (2010); Yang et al (2019).…”