具有任意均匀有界延迟的分布式异步随机投影算法

Elie Atallah, N. Rahnavard, Chinwendu Enyioha
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引用次数: 0

摘要

针对时变多智能体网络中的分布式约束凸优化问题,提出了一种异步随机投影算法。在这种异步情况下,每个代理通过在有限的延迟延时内与其邻居交换信息来计算其估计。为了减少非协调步长和梯度误差的一些标准条件,我们给出了在任意均匀有界延迟下分布式异步随机投影算法(Distributed Asynchronous Random Projection Algorithm, DARPA)收敛到同一最优点的分析。
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Distributed Asynchronous Random Projection Algorithm (DARPA) with Arbitrary Uniformly Bounded Delay
In this paper, an asynchronous random projection algorithm is introduced to solve a distributed constrained convex optimization problem over a time-varying multi-agent network. In this asynchronous case, each agent computes its estimate by exchanging information with its neighbors within a bounded delay lapse. For diminishing uncoordinated stepsizes and some standard conditions on the gradient errors, we provide a convergence analysis of Distributed Asynchronous Random Projection Algorithm (DARPA) to the same optimal point under an arbitrary uniformly bounded delay.
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