2000 character limit reached
Distributed Stochastic Approximation with Local Projections (1708.08246v1)
Published 28 Aug 2017 in cs.SY
Abstract: We propose a distributed version of a stochastic approximation scheme constrained to remain in the intersection of a finite family of convex sets. The projection to the intersection of these sets is also computed in a distributed manner and a `nonlinear gossip' mechanism is employed to blend the projection iterations with the stochastic approximation using multiple time scales