Asynchronous Saddle Point Algorithm for Stochastic Optimization in Heterogeneous Networks

We consider expected risk minimization in multi-agent systems comprised of distinct subsets of agents operating without a common time scale. Each individual in the network is charged with minimizing the global objective function, which is an average of sum of the statistical average loss function of...

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Bibliographic Details
Published in:	IEEE transactions on signal processing Vol. 67; no. 7; pp. 1742 - 1757
Main Authors:	Bedi, Amrit Singh, Koppel, Alec, Rajawat, Ketan
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.04.2019 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithms Convex functions gradient descent Hypotheses interference management Lagrange multiplier Linear programming Message passing multi-agent systems Multiagent systems Optimization Robot sensing systems Saddle points Signal processing algorithms Stochastic optimizatiokn Stochastic processes Wireless communications Wireless networks
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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