Please use this identifier to cite or link to this item:
https://open.uns.ac.rs/handle/123456789/584
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kumar Sahu A. | en |
dc.contributor.author | Jakovetić, Dušan | en |
dc.contributor.author | Bajović, Dragana | en |
dc.contributor.author | Kar S. | en |
dc.date.accessioned | 2019-09-23T10:09:10Z | - |
dc.date.available | 2019-09-23T10:09:10Z | - |
dc.date.issued | 2019-01-18 | en |
dc.identifier.isbn | 9781538613955 | en |
dc.identifier.issn | 07431546 | en |
dc.identifier.uri | https://open.uns.ac.rs/handle/123456789/584 | - |
dc.description.abstract | © 2018 IEEE. We study a standard distributed optimization framework where N networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is either static or deterministically varying, and the distributed optimization algorithm is of first or second order, i.e., it involves the local costs' gradients and possibly the local Hessians. In this paper, we consider the currently understudied but highly relevant scenarios when: 1) only noisy function values' estimates are available (no gradients nor Hessians can be evaluated); and 2) the underlying network is randomly varying (according to an independent, identically distributed process). For the described random networks-zeroth order optimization setting, we develop a distributed stochastic approximation method of the Kiefer-Wolfowitz type. Furthermore, under standard smoothness and strong convexity assumptions on the local costs, we establish the O(1/k^{1/2}) mean square convergence rate for the method - the rate that matches that of the method's centralized counterpart under equivalent conditions. | en |
dc.relation.ispartof | Proceedings of the IEEE Conference on Decision and Control | en |
dc.title | Distributed Zeroth Order Optimization over Random Networks: A Kiefer-Wolfowitz Stochastic Approximation Approach | en |
dc.type | Conference Paper | en |
dc.identifier.doi | 10.1109/CDC.2018.8619044 | en |
dc.identifier.scopus | 2-s2.0-85062184870 | en |
dc.identifier.url | https://api.elsevier.com/content/abstract/scopus_id/85062184870 | en |
dc.relation.lastpage | 4958 | en |
dc.relation.firstpage | 4951 | en |
dc.relation.volume | 2018-December | en |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
crisitem.author.dept | Prirodno-matematički fakultet, Departman za matematiku i informatiku | - |
crisitem.author.dept | Fakultet tehničkih nauka, Departman za energetiku, elektroniku i telekomunikacije | - |
crisitem.author.parentorg | Prirodno-matematički fakultet | - |
crisitem.author.parentorg | Fakultet tehničkih nauka | - |
Appears in Collections: | FTN Publikacije/Publications |
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