Continuous-Time Multi-agent Network for Distributed Least Absolute Deviation

This paper presents a continuous-time multi-agent network for distributed least absolute deviation (DLAD). The objective function of the DLAD problem is a sum of many least absolute deviation functions. In the multi-agent network, each agent connects with its neighbors locally and they cooperate to obtain the optimal solutions with consensus. The proposed multi-agent network is in fact a collective system with each agent being considered as a recurrent neural network. Simulation results on a numerical example are presented to illustrate the effectiveness and characteristics of the proposed distributed optimization method.