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首页> 外文期刊>Mathematical Problems in Engineering >Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks
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Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks

机译：基于随机投影和网络异步广播的分布式约束随机次梯度算法

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摘要

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 timevarying 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.
机译：我们考虑时变网络上的分布式约束优化问题，其中每个代理仅知道其自身的成本函数及其约束集。但是，在某些应用程序中，本地约束集可能事先未知，或由大量组件组成。为了解决这种情况，我们提出了一种时变网络上的分布式随机次梯度算法，该算法通过使用随机投影技术将每个代理的估计投影到其约束集上，并通过异步广播通信协议实现代理之间的信息交换。通过选择合适的学习率，我们证明了我们提出的算法收敛于概率1。对于恒定的学习率，我们获得一个误差范围，该范围定义为代理估计与最佳解决方案之间的预期距离。我们还建立了估计平均值的全局目标函数值和最优值之间的渐近上限。

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  • 来源
    《Mathematical Problems in Engineering》 |2017年第9期|1793291.1-1793291.13|共13页
  • 作者

    Zhu Junlong; Xie Ping; Wu Qingtao; Zhang Mingchuan; Zheng Ruijuan; Guan Jianfeng; Xu Changqiao;

  • 作者单位

    Beijing Univ Posts & Telecommun, State Key Lab Networking & Switching Technol, Beijing, Peoples R China;

    Henan Univ Sci & Technol, Informat Engn Coll, Luoyang, Peoples R China;

    Henan Univ Sci & Technol, Informat Engn Coll, Luoyang, Peoples R China;

    Henan Univ Sci & Technol, Informat Engn Coll, Luoyang, Peoples R China;

    Henan Univ Sci & Technol, Informat Engn Coll, Luoyang, Peoples R China;

    Beijing Univ Posts & Telecommun, State Key Lab Networking & Switching Technol, Beijing, Peoples R China;

    Beijing Univ Posts & Telecommun, State Key Lab Networking & Switching Technol, Beijing, Peoples R China;

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