DISTRIBUTED STOCHASTIC APPROXIMATION WITH LOCAL PROJECTIONS

作     者：Shah, Suhail Mohmad Borkar, Vivek S. 

作者机构：Indian Inst Technol Dept Elect Engn Bombay 400076 Maharashtra India 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：2018年第28卷第4期

页      面：3375-3401页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：Department of Science and Technology  Government of India 

主　　题：distributed algorithms stochastic approximation projection differential inclusions multiple time scales 

摘      要：We propose a distributed version of a stochastic approximation scheme constrained to remain in the intersection of a finite family of convex sets. The projection to the intersection of these sets is also computed in a distributed manner and a nonlinear gossip mechanism is employed to blend the projection iterations with the stochastic approximation using multiple time scales.