Convergence of a Distributed Kiefer-Wolfowitz Algorithm

DOI10.1287/stsy.2021.0080zbMath1489.90129arXiv2008.12856OpenAlexW3199808838MaRDI QIDQ5084493

Jean Walrand

Publication date: 24 June 2022

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

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

zbMATH Keywords

stochastic approximationasynchronousstochastic gradient descentdistributed

Mathematics Subject Classification ID

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

Cites Work

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• Stochastic approximation methods for constrained and unconstrained systems
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Distributed Subgradient Methods for Multi-Agent Optimization
• Stochastic Estimation of the Maximum of a Regression Function

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