Convergence Analysis of Distributed Optimization: A Dissipativity Framework

Abstract

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for convergence based on incremental dissipativity and contraction theory. This approach yields a step-by-step analysis pipeline suitable for any network structure, with conditions expressed as linear matrix inequalities. In addition, a numerical comparison with traditional analysis methods is presented, in the context of distributed gradient descent.