Abstract
We consider the problem of minimizing the sum of convex functions over a network when each component function is known (with stochastic errors) to a specific network agent. We discuss a gossip based algorithm of [2], and we analyze its error bounds for a constant stepsize that is uncoordinated across the agents.
Original language | English (US) |
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Title of host publication | Recent Advances in Optimization and its Applications in Engineering |
Publisher | Springer Berlin Heidelberg |
Pages | 51-60 |
Number of pages | 10 |
ISBN (Print) | 9783642125973 |
DOIs | |
State | Published - 2010 |
Externally published | Yes |
ASJC Scopus subject areas
- General Engineering