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Zero-Gradient-Sum Algorithms for Distributed Convex Optimization: The Continuous-Time Case

Zero-Gradient-Sum Algorithms for Distributed Convex Optimization: The Continuous-Time Case

This technical note presents a set of continuous-time distributed algorithms that solve unconstrained, separable, convex optimization problems over undirected networks with fixed topologies. The algorithms are developed using a Lyapunov function candidate that exploits convexity, and are called Zero-Gradient-Sum (ZGS) algorithms as they yield nonlinear networked dynamical systems that evolve …