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

24 Scopus citations

Abstract

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
Pages51-60
Number of pages10
ISBN (Print)9783642125973
DOIs
StatePublished - Dec 1 2010
Externally publishedYes

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Ram, S. S., Nedić, A., & Veeravalli, V. V. (2010). Asynchronous gossip algorithm for stochastic optimization: Constant stepsize analysis. In Recent Advances in Optimization and its Applications in Engineering (pp. 51-60). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-12598-0_5