Asynchronous gossip algorithm for stochastic optimization: Constant stepsize analysis

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

doi:10.1007/978-3-642-12598-0_5

Asynchronous gossip algorithm for stochastic optimization: Constant stepsize analysis

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

Research output: Chapter in Book/Report/Conference proceeding › Chapter

37 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 language	English (US)
Title of host publication	Recent Advances in Optimization and its Applications in Engineering
Publisher	Springer Berlin Heidelberg
Pages	51-60
Number of pages	10
ISBN (Print)	9783642125973
DOIs	https://doi.org/10.1007/978-3-642-12598-0_5
State	Published - 2010
Externally published	Yes

ASJC Scopus subject areas

General Engineering

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10.1007/978-3-642-12598-0_5

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title = "Asynchronous gossip algorithm for stochastic optimization: Constant stepsize analysis",

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.",

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AU - Ram, S. Sundhar

AU - Nedić, Angelia

AU - Veeravalli, Venu V.

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N2 - 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.

AB - 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.

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SP - 51

EP - 60

BT - Recent Advances in Optimization and its Applications in Engineering

PB - Springer Berlin Heidelberg

ER -

Asynchronous gossip algorithm for stochastic optimization: Constant stepsize analysis

Abstract

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