Stochastic Dual Averaging for Decentralized Online Optimization on Time-Varying Communication Graphs.
Soomin LeeAngelia NedicMaxim RaginskyPublished in: IEEE Trans. Autom. Control. (2017)
Keyphrases
- instant messaging
- stochastic optimization
- stochastic programming
- communication tools
- graph matching
- optimization algorithm
- cooperative
- constrained optimization
- online learning
- peer to peer
- optimization problems
- optimization method
- monte carlo
- stochastic gradient
- optimization process
- state space
- decentralized control
- stochastic search
- real time
- optimal control problems
- graph model
- graph structure
- bipartite graph
- optimization methods
- global optimization
- information sharing
- simulated annealing