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

Jin Gyu Lee, Thomas Berger, Stephan Trenn, Hyungbo Shim

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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.
Originele taal-2English
TitelProceeding of ECC 2020
Aantal pagina's6
StatusPublished - mei-2020
Evenement2020 European Control Conference (ECC) - Saint Petersburg, Russian Federation
Duur: 12-mei-202015-mei-2020


Conference2020 European Control Conference (ECC)
Land/RegioRussian Federation
StadSaint Petersburg

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