Convergence rate and termination of asynchronous iterative algorithms

Dimitri P. Bertsekas, John N. Tsitsiklis

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

38 Scopus citations

Abstract

We consider iterative algorithms of the form x:= f(x), executed by a parallel or distributed computing system. We focus on asynchronous implementations whereby each processor iterates on a different component of x, at its own pace, using the most recently received (but possibly outdated) information on the remaining components of x. We provide results on the convergence rate of such algorithms and make a comparison with the convergence rate of the corresponding synchronous methods in which the computation proceeds in phases. We also present results on how to terminate asynchronous iterations in finite time with an approximate solution of the computational problem under consideration.

Original languageEnglish (US)
Title of host publicationProceedings of the 3rd International Conference on Supercomputing, ICS 1989
PublisherAssociation for Computing Machinery
Pages461-470
Number of pages10
ISBN (Electronic)0897913094
DOIs
StatePublished - Jun 1 1989
Externally publishedYes
Event3rd International Conference on Supercomputing, ICS 1989 - Crete, Greece
Duration: Jun 5 1989Jun 9 1989

Publication series

NameProceedings of the International Conference on Supercomputing
VolumePart F130180

Conference

Conference3rd International Conference on Supercomputing, ICS 1989
Country/TerritoryGreece
CityCrete
Period6/5/896/9/89

Keywords

  • Asynchronous algorithms
  • Distributed algorithms
  • Iterative methods
  • Parallel algorithms
  • Termination detection

ASJC Scopus subject areas

  • Computer Science(all)

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