A Slow-Fast Stochastic Framework for Zeroth-Order Distributed Time-Varying Optimization

Abstract

This paper investigates the distributed time-varying optimization of stochastic multi-agent systems (SMASs) using only zero-order information. Unlike existing methods that directly couple gradient estimation and optimization updates on a single time scale, this paper constructs a novel stochastic singular perturbation framework by introducing auxiliary fast systems. The proposed scheme naturally forms a slow-fast coupling structure: by introducing auxiliary variables and constructing fast subsystems to generate smooth gradient estimates, while the agent's state evolution, as the slow subsystem, performs distributed optimization and consensus. The convergence of the proposed scheme is analyzed using stochastic singular perturbation techniques and stochastic Lyapunov theory. The results show that the fast subsystem converges rapidly to the instantaneous stochastic gradient estimates, while the slow subsystem achieves practically fixed-time consensus (Pfxc) in probability and asymptotically bounded tracks the time-varying optimal trajectory. Furthermore, this paper establishes explicit bounds to characterize the effects of parameters, stochastic disturbances, and the properties of the objective function on tracking performance. Finally, the theoretical results are validated through numerical simulations.