Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms

John N. Tsitsiklis, Dimitri P. Bertsekas, Michael Athans

Research output: Contribution to journalArticlepeer-review

1199 Scopus citations

Abstract

We present a model for asynchronous distributed computation and then proceed to analyze the convergence of natural asynchronous distributed versions of a large class of deterministic and stochastic gradient-like algorithms. We show that such algorithms retain the desirable convergence properties of their centralized counterparts, provided that the time between consecutive interprocessor communications and the communication delays are not too large.

Original languageEnglish (US)
Pages (from-to)803-812
Number of pages10
JournalIEEE Transactions on Automatic Control
Volume31
Issue number9
DOIs
StatePublished - Sep 1986
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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