Summary
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.
* This work is supported by NSF Career grant 0742538.
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References
Boyd S, Ghosh A, Prabhakar B, Shah D (2006) Randomized gossip algorithms.IEEE Trans. on Information Theory 52:2508–2530
Sundhar RS, Nedić A, Veeravalli VV (2009) Asynchronous Gossip Algorithm for stochastic optimization. Proc. of IEEE Conf. on Decision and Control
Sundhar RS, Veeravalli VV, Nedić A (2009) Distributed and non-autonomous power control through distributed convex optimization. IEEE INFOCOM
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Ram, S.S., Nedić, A., Veeravalli, V.V. (2010). Asynchronous Gossip Algorithm for Stochastic Optimization: Constant Stepsize Analysis*. In: Diehl, M., Glineur, F., Jarlebring, E., Michiels, W. (eds) Recent Advances in Optimization and its Applications in Engineering. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-12598-0_5
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DOI: https://doi.org/10.1007/978-3-642-12598-0_5
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