DocumentCode
486072
Title
Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms
Author
Tsitsiklis, John N. ; Bertsekas, Dimitri P. ; Athans, Michael
Author_Institution
Information Systems Laboratory, Stanford University, Stanford, CA 94305
fYear
1984
fDate
6-8 June 1984
Firstpage
484
Lastpage
489
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 communications between processors plus communication delays are not too large.
Keywords
Approximation algorithms; Convergence; Cost function; Delay effects; Distributed algorithms; Distributed computing; Iterative algorithms; Laboratories; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1984
Conference_Location
San Diego, CA, USA
Type
conf
Filename
4788427
Link To Document