Title :
Distributed asynchronous algorithms with stochastic delays for constrained optimization problems with conditions of time drift
Author :
Beidas, Bassem F. ; Papavassilopoulos, George P.
Author_Institution :
Dept. of Electr. Eng. Syst., Univ. of Southern California, Los Angeles, CA, USA
Abstract :
A distributed asynchronous algorithm for minimizing a function with a nonstationary minimum over a constraint set is considered. The communication delays among the processors are assumed to be stochastic with Markovian character. Conditions which guarantee the mean square and almost sure convergence to the sought solution are presented
Keywords :
convergence of numerical methods; delays; distributed algorithms; iterative methods; minimisation; probability; Markovian character; almost sure convergence; communication delays; constrained optimization problems; distributed asynchronous algorithms; mean square convergence; nonstationary minimum; stochastic delays; time drift; Acceleration; Concurrent computing; Constraint optimization; Delay effects; Load management; Minimization methods; Nonlinear equations; Parallel processing; State-space methods; Stochastic processes;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411299
