Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This work develops an exact converging algorithm for the solution of a distributed optimization problem with partially-coupled parameters across agents in a multi-agent scenario. In this formulation, while the network performance is dependent on a collection of parameters, each individual agent may be influenced by only a subset of the parameters. Problems of this type arise in several applications, most notably in distributed control formu- lations and in power system monitoring. The resulting coupled exact diffusion strategy is shown to converge to the true optimizer at a linear rate for strongly-convex cost functions