Controlling transmitted power in a wireless network is critical for maintaining quality of service, maximizing channel utilization and minimizing near-far effect for suboptimal receivers. In this paper, a general PID (proportional-integral-derivative) type algorithm for controlling transmitted powers in wireless networks is studied and a systematic way to adapt or tune the parameters of the controller in a distributed fashion is suggested. The proposed algorithm utilizes multiple candidate PID gains. Depending on the prevailing channel conditions, it selects an optimal PID gain from the candidate gain set at each instant and places it in the feedback loop. The algorithm is data driven and can distinguish between stabilizing and destabilizing controller gains as well as rank the stabilizing controllers depending on their performance. Simulation results indicate that the proposed scheme performs better than several candidate controllers, including the well known distributed power control algorithm.