DocumentCode
853665
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
Volume
31
Issue
9
fYear
1986
fDate
9/1/1986 12:00:00 AM
Firstpage
803
Lastpage
812
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104412
Filename
1104412
Link To Document