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We consider a distributed multi-agent network system where the goal is to minimize an objective function that can be written as the sum of component functions, each of which is known partially (with stochastic errors) to a specific network agent. We propose an asynchronous algorithm that is motivated by random gossip schemes where each agent has a local Poisson clock. At each tick of its local clock,...
We consider the problem of cooperatively minimizing the sum of convex functions, where the functions represent local objective functions of the agents. We assume that each agent has information about his local function, and communicate with the other agents over a time-varying network topology. For this problem, we propose a distributed subgradient method that uses averaging algorithms for locally...
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