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\end{figure}
\end{description}
\subsection{Optimization algorithms}
\begin{remark}
Using as direction the sum of the gradients of all agents is not possible as not everyone can communicate with everyone.
\end{remark}
\subsection{Distributed gradient algorithm}
\begin{description}
\item[Distributed gradient algorithm] \marginnote{Distributed gradient algorithm}
Method that estimates a (more precise) set of parameters as a weighted sum those of its neighbors' (self-loop included):
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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)
\end{split}
\]
\end{description}
\begin{theorem}[Distributed gradient algorithm convergence] \marginnote{Distributed gradient algorithm convergence}
\begin{theorem}[Distributed gradient algorithm convergence] \marginnote{Distributed gradient algorithm convergence}
Assume that:
\begin{itemize}
\item The matrix $\matr{A}$ associated to the undirected and connected communication graph $G$ is doubly stochastic and such that $a_{ij} > 0$,
@ -616,8 +617,10 @@
\end{itemize}
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 $\z^*$:
\[ \lim_{k \rightarrow \infty} \Vert \z_i^k - \z^* \Vert = 0 \]
\end{theorem}
\end{theorem}
\begin{description}
\item[Distributed projected subgradient algorithm] \marginnote{Distributed projected subgradient algorithm}
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:
\[
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\end{split}
\]
where $P_Z(\cdot)$ is the Euclidean projection onto $Z$ and $\tilde{\nabla} l_i$ is a subgradient of $l_i$.
\end{description}
\begin{theorem}[Distributed projected subgradient algorithm convergence] \marginnote{Distributed projected subgradient algorithm convergence}
\begin{theorem}[Distributed projected subgradient algorithm convergence] \marginnote{Distributed projected subgradient algorithm convergence}
Assume that:
\begin{itemize}
\item The adjacency matrix $\matr{A}$ associated to $G$ is doubly stochastic and $a_{ij} > 0$,
@ -636,10 +640,11 @@
\item Each $l_i$ is convex, has subgradients bounded by a scalar $C_i > 0$, and there exists at least one optimal solution.
\end{itemize}
Then, each agent converges to an optimal solution $\z^*$.
\end{theorem}
\end{description}
\end{theorem}
\subsection{Gradient tracking algorithm}
\begin{theorem}
The distributed gradient algorithm does not converge with a constant step size.