FROST—Fast row-stochastic optimization with uncoordinated step-sizes

FROST—Fast row-stochastic optimization with uncoordinated step-sizes

Abstract In this paper, we discuss distributed optimization over directed graphs, where doubly stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes column-stochastic weights. The formulation of column-stochastic...

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Bibliographic Details
Main Authors: Ran Xin, Chenguang Xi, Usman A. Khan
Format: Article
Language:English
Published: SpringerOpen 2019-01-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Distributed optimization
Multiagent systems
Directed graphs
Linear convergence
Online Access:http://link.springer.com/article/10.1186/s13634-018-0596-y

Internet

http://link.springer.com/article/10.1186/s13634-018-0596-y

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