This paper compares centralized and distributed methods to solve the power minimization problem with quality-of-service (QoS) constraints in the downlink (DL) of multi-cell Massive multiple-input multiple-output (MIMO) systems. In particular, we study the computational complexity, number of parameters that need to be exchanged between base stations (BSs), and the convergence of iterative implementations. Although a distributed implementation based on dual decomposition (which only requires statistical channel knowledge at each BS) typically converges to the global optimum after a few iterations, many parameters need to be exchanged to reach convergence.