Convergence of a Distributed Kiefer-Wolfowitz Algorithm

DOI10.1287/STSY.2021.0080MaRDI QIDQ5084493zbMATH OpenOpenAlexFDO

Authors Jean Walrand

Publication date 24 June 2022

Published in Stochastic Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

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

Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• Distributed Subgradient Methods for Multi-Agent Optimization
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Stochastic Estimation of the Maximum of a Regression Function
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(1)

• Convergence testing on a distributed network of processors

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