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Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms

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3 Author(s)
Tsitsiklis, J.N. ; Information Systems Laboratory, Stanford University, Stanford, CA 94305 ; Bertsekas, D.P. ; Athans, M.

We present a model for asynchronous distributed computation and then proceed to analyze the convergence of natural asynchronous distributed versions of a large class of deterministic and stochastic gradient-like algorithms. We show that such algorithms retain the desirable convergence properties of their centralized counterparts, provided that the time between consecutive communications between processors plus communication delays are not too large.

Published in:

American Control Conference, 1984

Date of Conference:

6-8 June 1984