Distributed stochastic approximation with local projections
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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
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Cites work
- scientific article; zbMATH DE number 3855514 (Why is no real title available?)
- scientific article; zbMATH DE number 5348356 (Why is no real title available?)
- scientific article; zbMATH DE number 51132 (Why is no real title available?)
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- Nonlinear gossip
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Cited in
(7)- Distributed constrained consensus for discrete multi-agent systems with additive noises
- Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization
- Finite-time convergence rates of distributed local stochastic approximation
- Nonlinear gossip
- A distributed methodology for approximate uniform global minimum sharing
- Decentralized stochastic subgradient projection optimization algorithms over random networks
- Finite-time error bounds for distributed linear stochastic approximation
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