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Utility of Edge-wise Funnel Coupling for Asymptotically Solving Distributed Consensus Optimization

Accepted version
Peer-reviewed

Type

Conference Object

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Authors

Lee, JG 
Berger, T 
Trenn, S 
Shim, H 

Abstract

A new approach to distributed consensus optimization is studied in this paper. The cost function to be minimized is a sum of local cost functions which are not necessarily convex as long as their sum is convex. This benefit is obtained from a recent observation that, with a large gain in the diffusive coupling, heterogeneous multi-agent systems behave like a single dynamical system whose vector field is simply the average of all agents' vector fields. However, design of the large coupling gain requires global information such as network structure and individual agent dynamics. In this paper, we employ a nonlinear time-varying coupling of diffusive type, which we call 'edge-wise funnel coupling.' This idea is borrowed from adaptive control, which enables decentralized design of distributed optimizers without knowledge of global information. Remarkably, without a common internal model, each agent achieves asymptotic consensus to the optimal solution of the global cost. We illustrate this result by a network that asymptotically finds the least-squares solution of a linear equation in a distributed manner.

Description

Keywords

4901 Applied Mathematics, 46 Information and Computing Sciences, 49 Mathematical Sciences

Journal Title

European Control Conference 2020, ECC 2020

Conference Name

2020 European Control Conference (ECC)

Journal ISSN

Volume Title

Publisher

IEEE

Rights

All rights reserved