Asynchronous gossip algorithms for stochastic optimization

@article{Ram2009AsynchronousGA,
  title={Asynchronous gossip algorithms for stochastic optimization},
  author={S. Sundhar Ram and Angelia Nedic and Venugopal V. Veeravalli},
  journal={2009 International Conference on Game Theory for Networks},
  year={2009},
  pages={80-81}
}
We consider a distributed multi-agent network system where the goal is to minimize an objective function that can be written as the sum of component functions, each of which is known (with stochastic errors) to a specific network agent. We propose an asynchronous algorithm that is motivated by a random gossip scheme where each agent has a local Poisson clock. At each tick of its local clock, the agent averages its estimate with a randomly chosen neighbor and adjusts the average using the… CONTINUE READING
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