Asynchronous gossip algorithms for stochastic optimization

S. Sundhar Ram, Angelia Nedich, V. V. Veeravalli

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Citations (Scopus)

Abstract

We consider a distributed multi-agent network system where the goal is to minimize an objective function that can be written as the sum of component functions, each of which is known (with stochastic errors) to a specific network agent. We propose an asynchronous algorithm that is motivated by a random gossip scheme where each agent has a local Poisson clock. At each tick of its local clock, the agent averages its estimate with a randomly chosen neighbor and adjusts the average using the gradient of its local function that is computed with stochastic errors. We investigate the convergence properties of the algorithm for two different classes of functions: differentiable but not necessarily convex and convex but not necessarily differentiable.

Original languageEnglish (US)
Title of host publicationProceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09
Pages80-81
Number of pages2
DOIs
StatePublished - 2009
Externally publishedYes
Event2009 International Conference on Game Theory for Networks, GameNets '09 - Istanbul, Turkey
Duration: May 13 2009May 15 2009

Other

Other2009 International Conference on Game Theory for Networks, GameNets '09
CountryTurkey
CityIstanbul
Period5/13/095/15/09

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ASJC Scopus subject areas

  • Computer Networks and Communications
  • Computer Vision and Pattern Recognition

Cite this

Sundhar Ram, S., Nedich, A., & Veeravalli, V. V. (2009). Asynchronous gossip algorithms for stochastic optimization. In Proceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09 (pp. 80-81). [5137386] https://doi.org/10.1109/GAMENETS.2009.5137386

Asynchronous gossip algorithms for stochastic optimization. / Sundhar Ram, S.; Nedich, Angelia; Veeravalli, V. V.

Proceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09. 2009. p. 80-81 5137386.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Sundhar Ram, S, Nedich, A & Veeravalli, VV 2009, Asynchronous gossip algorithms for stochastic optimization. in Proceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09., 5137386, pp. 80-81, 2009 International Conference on Game Theory for Networks, GameNets '09, Istanbul, Turkey, 5/13/09. https://doi.org/10.1109/GAMENETS.2009.5137386
Sundhar Ram S, Nedich A, Veeravalli VV. Asynchronous gossip algorithms for stochastic optimization. In Proceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09. 2009. p. 80-81. 5137386 https://doi.org/10.1109/GAMENETS.2009.5137386
Sundhar Ram, S. ; Nedich, Angelia ; Veeravalli, V. V. / Asynchronous gossip algorithms for stochastic optimization. Proceedings of the 2009 International Conference on Game Theory for Networks, GameNets '09. 2009. pp. 80-81
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