Adaptive Stepsizes With Certified Convergence in Distributed Gradient Tracking With Quadratic Costs

Abstract

In this work, we propose an adaptive stepsize rule with guaranteed convergence for Distributed Gradient Tracking applied to scalar quadratic problems with heterogeneous curvatures. Most distributed gradient-based algorithms require a suitable stepsize selection. Available theoretical bounds are often overly conservative, while practical implementations typically rely on empirically tuned heuristics. Online adaptive strategies have only recently emerged for general distributed convex optimization, but their properties and performance remain only partially understood. To gain analytical insight, we focus on the informative setting of scalar quadratic costs, which allows us to explicitly capture the interplay between network topology and curvature heterogeneity. We derive a convergence bound parameterized only by the essential spectral radius of the consensus matrix and the heterogeneity of the local cost curvatures, both computable online without any prior knowledge of the optimization problem. Optimizing this bound yields a computationally tractable surrogate for the convergence rate and the optimal constant stepsize. The resulting stepsize admits an analytical interpretation, guarantees convergence for arbitrary network topologies and curvature heterogeneity, and is provably tight for complete graphs and homogeneous curvatures. Finally, extensive numerical simulations demonstrate that the proposed distributed adaptive strategy significantly outperforms existing offline and online stepsize selection rules in the considered setting.