Shah, Suhail Mohmad ; Borkar, Vivek S. (2018) Distributed Stochastic Approximation with Local Projections SIAM Journal on Optimization, 28 (4). pp. 3375-3401. ISSN 1052-6234
Full text not available from this repository.
Official URL: http://doi.org/10.1137/17M1128460
Related URL: http://dx.doi.org/10.1137/17M1128460
Abstract
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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Society for Industrial and Applied Mathematics. |
| Keywords: | distributed algorithms; Stochastic approximation; Projection; Differential inclusions; Multiple time scales |
| ID Code: | 135158 |
| Deposited On: | 19 Jan 2023 10:41 |
| Last Modified: | 19 Jan 2023 10:41 |
Repository Staff Only: item control page
