• 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