Distributed computation of fixed points of -nonexpansive maps

DOI10.1007/BF02867437MaRDI QIDQ1126318zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 19 January 1997

Published in Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02867437

zbMATH Keywords

algorithmfixed pointMarkov decision processesnonexpansive mapsshortest path problemsstrictly convex network flow problemssystems of linear equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10) Distributed algorithms (68W15)

Review text

The paper deals with a distributed implementation of an algorithm for finding a fixed point of a \(\text{map }F: \mathbb{R}^d\to \mathbb{R}^d\) which is nonexpansive with respect to the \(\infty\)-norm. It is proved that the proposed algorithm converges to the set of fixed points under general conditions. Finally, it is shown that numerical analysis and optimization problems such as shortest path problems, Markov decision processes, systems of linear equations, strictly convex network flow problems can be cast as problems of finding fixed points of \(\infty\)-nonexpansive maps.

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Cites work

• An analog scheme for fixed-point computation-Part II: Applications
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• Managing interprocessor delays in distributed recursive algorithms

Cited in

(3)

• Distributed algorithms for computing a fixed point of multi-agent nonexpansive operators
• A Distributed Algorithm for Computing a Common Fixed Point of a Finite Family of Paracontractions
• Stochastic approximation algorithms: overview and recent trends.

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