On the Perturbed Projection-Based Distributed Gradient-Descent Algorithm: A Fully-Distributed Adaptive Redesign

摘要

In this work, we revisit a classical distributed gradient-descent algorithm, introducing an interesting class of perturbed multi-agent systems. The state of each subsystem represents a local estimate of a solution to the global optimization problem. Thereby, the network is required to minimize local cost functions, while gathering the local estimates around a common value. Such a complex task suggests the interplay of consensus-based dynamics with gradient-descent dynamics. The latter descent dynamics involves the projection operator, which is assumed to provide corrupted projections of a specific form, reminiscent of existing (fast) projection algorithms. Hence, for the resulting class of perturbed networks, we are able to adaptively tune some gains in a fully distributed fashion, to approach the optimal consensus set up to arbitrary-desired precision.