Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks
Joint Authors
Xu, Changqiao
Wu, Qingtao
Zhang, Mingchuan
Zhu, Junlong
Xie, Ping
Zheng, Ruijuan
Guan, Jianfeng
Source
Mathematical Problems in Engineering
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-09-28
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract 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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1189655