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
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;
Conference_Titel :
American Control Conference, 1984
Conference_Location :
San Diego, CA, USA