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arXiv · 2204.10030

Stability, Linear Convergence, and Robustness of the Wang-Elia Algorithm for Distributed Consensus Optimization

Michelangelo Bin·Ivano Notarnicola·Thomas Parisini
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Abstract

We revisit an algorithm for distributed consensus optimization proposed in 2010 by J. Wang and N. Elia. By means of a Lyapunov-based analysis, we prove input-to-state stability of the algorithm relative to a closed invariant set composed of optimal equilibria and with respect to perturbations affecting the algorithm's dynamics. In the absence of perturbations, this result implies linear convergence of the local estimates and Lyapunov stability of the optimal steady state. Moreover, we unveil fundamental connections with the well-known Gradient Tracking and with distributed integral control. Overall, our results suggest that a control theoretic approach can have a considerable impact on (distributed) optimization, especially when robustness is considered.

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Michelangelo Bin, Ivano Notarnicola, Thomas Parisini. 2022-04-21. Stability, Linear Convergence, and Robustness of the Wang-Elia Algorithm for Distributed Consensus Optimization. https://arxiv.org/abs/2204.10030

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