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Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms. Revision.

Author: J N Tsitsiklis; D P Bertsekas; M Athans; MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS.
Publisher: Ft. Belvoir Defense Technical Information Center NOV 1984.
Edition/Format:   Print book : English
Database:WorldCat
Summary:
This document presents a model for asynchronous distributed computation and then proceed to analyze the convergence of natural asynchronous distributed versions of a large class of deterministic and stochastic gradient-like algorithms. It is shown that such algorithms retain the desirable convergence properties of their centralized counterparts, provided that the time between consecutive communications between  Read more...
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Document Type: Book
All Authors / Contributors: J N Tsitsiklis; D P Bertsekas; M Athans; MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS.
OCLC Number: 227635162
Notes: Revision of report dated Jan 84.
Description: 50 pages

Abstract:

This document presents a model for asynchronous distributed computation and then proceed to analyze the convergence of natural asynchronous distributed versions of a large class of deterministic and stochastic gradient-like algorithms. It is shown that such algorithms retain the desirable convergence properties of their centralized counterparts, provided that the time between consecutive communications between processors and communication delays are not too large. Additional keywords: Message processing, Mathematical models, Coefficients. (Author).

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