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@ -586,13 +586,13 @@
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\end{figure}
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\end{figure}
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\end{description}
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\end{description}
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\subsection{Optimization algorithms}
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\begin{remark}
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\begin{remark}
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Using as direction the sum of the gradients of all agents is not possible as not everyone can communicate with everyone.
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Using as direction the sum of the gradients of all agents is not possible as not everyone can communicate with everyone.
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\end{remark}
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\end{remark}
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\subsection{Distributed gradient algorithm}
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\begin{description}
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\begin{description}
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\item[Distributed gradient algorithm] \marginnote{Distributed gradient algorithm}
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\item[Distributed gradient algorithm] \marginnote{Distributed gradient algorithm}
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Method that estimates a (more precise) set of parameters as a weighted sum those of its neighbors' (self-loop included):
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Method that estimates a (more precise) set of parameters as a weighted sum those of its neighbors' (self-loop included):
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@ -606,18 +606,21 @@
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&= \left(\sum_{j \in \mathcal{N}_i} a_{ij} \z_j^k\right) - \alpha^k \nabla l_i\left(\sum_{j \in \mathcal{N}_i} a_{ij} \z_j^k\right)
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&= \left(\sum_{j \in \mathcal{N}_i} a_{ij} \z_j^k\right) - \alpha^k \nabla l_i\left(\sum_{j \in \mathcal{N}_i} a_{ij} \z_j^k\right)
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\end{split}
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\end{split}
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\]
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\]
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\end{description}
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\begin{theorem}[Distributed gradient algorithm convergence] \marginnote{Distributed gradient algorithm convergence}
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\begin{theorem}[Distributed gradient algorithm convergence] \marginnote{Distributed gradient algorithm convergence}
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Assume that:
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Assume that:
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\begin{itemize}
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\begin{itemize}
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\item The matrix $\matr{A}$ associated to the undirected and connected communication graph $G$ is doubly stochastic and such that $a_{ij} > 0$,
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\item The matrix $\matr{A}$ associated to the undirected and connected communication graph $G$ is doubly stochastic and such that $a_{ij} > 0$,
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\item The step size is diminishing,
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\item The step size is diminishing,
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\item Each $l_i$ is convex, has gradients bounded by a scalar $C_i > 0$, and there exists at least one optimal solution.
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\item Each $l_i$ is convex, has gradients bounded by a scalar $C_i > 0$, and there exists at least one optimal solution.
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\end{itemize}
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\end{itemize}
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Then, the sequence of local solutions $\{ \z_i^k \}_{k \in \mathbb{N}}$ of each agent $i$ produced using the distributed gradient algorithm converges to a common optimal solution $\z^*$:
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Then, the sequence of local solutions $\{ \z_i^k \}_{k \in \mathbb{N}}$ of each agent $i$ produced using the distributed gradient algorithm converges to a common optimal solution $\z^*$:
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\[ \lim_{k \rightarrow \infty} \Vert \z_i^k - \z^* \Vert = 0 \]
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\[ \lim_{k \rightarrow \infty} \Vert \z_i^k - \z^* \Vert = 0 \]
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\end{theorem}
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\end{theorem}
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\begin{description}
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\item[Distributed projected subgradient algorithm] \marginnote{Distributed projected subgradient algorithm}
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\item[Distributed projected subgradient algorithm] \marginnote{Distributed projected subgradient algorithm}
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Distributed gradient algorithm extended to the case where $l_i$ are non-smooth convex functions and $\z$ is constrained to a closed convex set $Z \subseteq \mathbb{R}^d$. The distributed step is the following:
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Distributed gradient algorithm extended to the case where $l_i$ are non-smooth convex functions and $\z$ is constrained to a closed convex set $Z \subseteq \mathbb{R}^d$. The distributed step is the following:
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\[
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\[
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@ -627,18 +630,20 @@
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\end{split}
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\end{split}
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\]
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\]
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where $P_Z(\cdot)$ is the Euclidean projection onto $Z$ and $\tilde{\nabla} l_i$ is a subgradient of $l_i$.
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where $P_Z(\cdot)$ is the Euclidean projection onto $Z$ and $\tilde{\nabla} l_i$ is a subgradient of $l_i$.
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\begin{theorem}[Distributed projected subgradient algorithm convergence] \marginnote{Distributed projected subgradient algorithm convergence}
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Assume that:
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\begin{itemize}
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\item The adjacency matrix $\matr{A}$ associated to $G$ is doubly stochastic and $a_{ij} > 0$,
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\item The step size is diminishing,
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\item Each $l_i$ is convex, has subgradients bounded by a scalar $C_i > 0$, and there exists at least one optimal solution.
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\end{itemize}
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Then, each agent converges to an optimal solution $\z^*$.
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\end{theorem}
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\end{description}
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\end{description}
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\begin{theorem}[Distributed projected subgradient algorithm convergence] \marginnote{Distributed projected subgradient algorithm convergence}
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Assume that:
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\begin{itemize}
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\item The adjacency matrix $\matr{A}$ associated to $G$ is doubly stochastic and $a_{ij} > 0$,
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\item The step size is diminishing,
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\item Each $l_i$ is convex, has subgradients bounded by a scalar $C_i > 0$, and there exists at least one optimal solution.
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\end{itemize}
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Then, each agent converges to an optimal solution $\z^*$.
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\end{theorem}
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\subsection{Gradient tracking algorithm}
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\begin{theorem}
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\begin{theorem}
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The distributed gradient algorithm does not converge with a constant step size.
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The distributed gradient algorithm does not converge with a constant step size.
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