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Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks
المؤلفون المشاركون
Xu, Changqiao
Wu, Qingtao
Zhang, Mingchuan
Zhu, Junlong
Xie, Ping
Zheng, Ruijuan
Guan, Jianfeng
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2017، العدد 2017 (31 ديسمبر/كانون الأول 2017)، ص ص. 1-13، 13ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2017-09-28
دولة النشر
مصر
عدد الصفحات
13
التخصصات الرئيسية
الملخص EN
We consider a distributed constrained optimization problem over a time-varying network, where each agent only knows its own cost functions and its constraint set.
However, the local constraint set may not be known in advance or consists of huge number of components in some applications.
To deal with such cases, we propose a distributed stochastic subgradient algorithm over time-varying networks, where the estimate of each agent projects onto its constraint set by using random projection technique and the implement of information exchange between agents by employing asynchronous broadcast communication protocol.
We show that our proposed algorithm is convergent with probability 1 by choosing suitable learning rate.
For constant learning rate, we obtain an error bound, which is defined as the expected distance between the estimates of agent and the optimal solution.
We also establish an asymptotic upper bound between the global objective function value at the average of the estimates and the optimal value.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Zhu, Junlong& Xie, Ping& Wu, Qingtao& Zhang, Mingchuan& Zheng, Ruijuan& Guan, Jianfeng…[et al.]. 2017. Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks. Mathematical Problems in Engineering،Vol. 2017, no. 2017, pp.1-13.
https://search.emarefa.net/detail/BIM-1189655
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Zhu, Junlong…[et al.]. Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks. Mathematical Problems in Engineering No. 2017 (2017), pp.1-13.
https://search.emarefa.net/detail/BIM-1189655
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Zhu, Junlong& Xie, Ping& Wu, Qingtao& Zhang, Mingchuan& Zheng, Ruijuan& Guan, Jianfeng…[et al.]. Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks. Mathematical Problems in Engineering. 2017. Vol. 2017, no. 2017, pp.1-13.
https://search.emarefa.net/detail/BIM-1189655
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1189655
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
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