Performance of a Distributed Stochastic Approximation Algorithm

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each node in a network updates a local estimate using a stochasti...

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Bibliographic Details
Published in:	IEEE transactions on information theory Vol. 59; no. 11; pp. 7405 - 7418
Main Authors:	Bianchi, Pascal, Fort, Gersende, Hachem, Walid
Format:	Journal Article
Language:	English
Published:	New York, NY IEEE 01.11.2013 Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Applied sciences Approximation Approximation algorithms Approximation methods Computer Science Context Convergence decentralized estimation decentralized optimization Estimation Exact sciences and technology gossip algorithms Information theory Information, signal and communications theory Networking and Internet Architecture Optimization Optimization algorithms Ordinary differential equations Other Statistics Statistics stochastic approximation Stochastic models Stochastic processes Telecommunications and information theory Performance evaluation Second order decentralized optimization Subspace method Stochastic approximation Updating gossip algorithms Contraction Optimization Convergence Central limit theorem Decentralized system Decentralized control decentralized estimation Distributed algorithm Lyapunov function
ISSN:	0018-9448, 1557-9654
Online Access:	Get full text
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