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 , and we analyze its error bounds for a constant stepsize that is uncoordinated across the agents.
|Original language||English (US)|
|Title of host publication||Recent Advances in Optimization and its Applications in Engineering|
|Publisher||Springer Berlin Heidelberg|
|Number of pages||10|
|State||Published - Dec 1 2010|
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