DISTRIBUTED ASYNCHRONOUS DETERMINISTIC AND STOCHASTIC GRADIENT OPTIMIZATION ALGORITHMS.

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

Research output: Contribution to journalConference articlepeer-review

18 Scopus citations

Abstract

We present a model for asynchronous distributed computation and 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 communications between processors plus communication delays are not too large.

Original languageEnglish (US)
Pages (from-to)484-489
Number of pages6
JournalProceedings of the American Control Conference
Volume1
DOIs
StatePublished - 1984

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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