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A System Theoretical Perspective to Gradient-Tracking Algorithms for Distributed Quadratic Optimization

机译:一种分布式二次优化梯度跟踪算法的系统理论透视

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In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up. Specifically, we focus on a scenario in which agents in a static network want to cooperatively minimize the sum of quadratic cost functions. We show that the gradient tracking distributed algorithm for the investigated program can be viewed as a sparse closed-loop linear system in which the dynamic state-feedback controller includes consensus matrices and optimization (stepsize) parameters. The closed-loop system turns out to be not completely reachable and asymptotic stability can be shown restricted to a proper invariant set. Convergence to the global minimum, in turn, can be obtained only by means of a proper initialization. The proposed system interpretation of the distributed algorithm provides also additional insights on other structural properties and possible design choices that are discussed in the last part of the paper as a starting point for future developments.
机译:在本文中,我们考虑了基于梯度跟踪的最近开发的分布式优化算法。我们提出了一个系统理论框架,用于分析其结构性属性,以初步,二次优化设置。具体而言,我们专注于静态网络中的代理想要协同最小化二次成本函数的总和的场景。我们表明,调查程序的梯度跟踪分布式算法可以被视为稀疏闭环线性系统,其中动态状态反馈控制器包括共识矩阵和优化(步骤化)参数。闭环系统拒绝完全可以达到,并且可以示出渐近稳定性限制在适当的不变集中。又可以通过适当的初始化来获得对全局最小值的收敛性。所提出的分布式算法的系统解释还提供了关于其他结构性的额外见解以及在纸张的最后一部分中讨论的可能设计选择作为未来发展的起点。

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