Convergence of a Distributed Kiefer-Wolfowitz Algorithm

DOI10.1287/STSY.2021.0080zbMATH Open1489.90129arXiv2008.12856OpenAlexW3199808838MaRDI QIDQ5084493FDOQ5084493

Authors: Jean Walrand 

Publication date: 24 June 2022

Published in: Stochastic Systems (Search for Journal in Brave)

Abstract: This paper proposes a proof of the convergence of a distributed and asynchronous version of the Kiefer-Wolfowitz algorithm.

Full work available at URL: https://arxiv.org/abs/2008.12856

zbMATH Keywords

stochastic approximationasynchronousdistributedstochastic gradient descent

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Methods of reduced gradient type (90C52)

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Distributed Subgradient Methods for Multi-Agent Optimization
• Title not available (Why is that?)
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Stochastic Estimation of the Maximum of a Regression Function

Cited In (1)

• Convergence testing on a distributed network of processors

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