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math.OC2008★ 38 cited
Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
S. Sundhar Ram, A. Nedich, V. V. Veeravalli
We consider a distributed multi-agent network system where the goal is to minimize a sum of convex objective functions of the agents subject to a common convex constraint set. Each…
math.OC2008★ 15 cited
Incremental Stochastic Subgradient Algorithms for Convex Optimization
S Sundhar Ram, A Nedich, V. V. Veeravalli
In this paper we study the effect of stochastic errors on two constrained incremental sub-gradient algorithms. We view the incremental sub-gradient algorithms as decentralized netw…