Asynchronous gossip algorithm for stochastic optimization: Constant stepsize analysis

S. Sundhar Ram, Angelia Nedić, Venu V. Veeravalli

Research output: Chapter in Book/Report/Conference proceedingChapter

30 Scopus citations


We consider the problem of minimizing the sum of convex functions over a network when each component function is known (with stochastic errors) to a specific network agent. We discuss a gossip based algorithm of [2], and we analyze its error bounds for a constant stepsize that is uncoordinated across the agents.

Original languageEnglish (US)
Title of host publicationRecent Advances in Optimization and its Applications in Engineering
PublisherSpringer Berlin Heidelberg
Number of pages10
ISBN (Print)9783642125973
StatePublished - 2010
Externally publishedYes

ASJC Scopus subject areas

  • Engineering(all)

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