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DISTRIBUTED STOCHASTIC APPROXIMATION WITH LOCAL PROJECTIONS.
- Source :
-
SIAM Journal on Optimization . 2018, Vol. 28 Issue 4, p3375-3401. 27p. - Publication Year :
- 2018
-
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 "gossip" mechanism is employed to blend the projection iterations with the stochastic approximation using multiple time scales. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10526234
- Volume :
- 28
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 136108039
- Full Text :
- https://doi.org/10.1137/17M1128460