Title :
Distributed asynchronous deterministic and stochastic gradient optimization algorithms
Author :
Tsitsiklis, John N. ; Bertsekas, Dimitri P. ; Athans, Michael
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA, USA
fDate :
9/1/1986 12:00:00 AM
Abstract :
We present a model for asynchronous distributed computation and then proceed to analyze the convergence of natural asynchronous distributed versions of a large class of deterministic and stochastic gradient-like algorithms. We show that such algorithms retain the desirable convergence properties of their centralized counterparts, provided that the time between consecutive interprocessor communications and the communication delays are not too large.
Keywords :
Distributed computing; Gradient methods; Algorithm design and analysis; Computational modeling; Convergence; Cost function; Delay effects; Distributed algorithms; Distributed computing; Iterative algorithms; Stochastic processes; Timing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104412