Distributed stochastic mirror descent algorithm for resource allocation problem
文献类型：期刊论文
| 作者 | Wang Yinghui; Tu Zhipeng; Qin Huashu |
| 刊名 | Control Theory and Technology
 |
| 出版日期 | 2020 |
| 卷号 | 18期号:4页码:339-347 |
| 关键词 | Distributed Resource allocation problem Stochastic gradient Mirror descent |
| ISSN号 | 2095-6983 |
| 英文摘要 | In this paper, we consider a distributed resource allocation problem of minimizing a global convex function formed by a sum of local convex functions with coupling constraints. Based on neighbor communication and stochastic gradient, a distributed stochastic mirror descent algorithm is designed for the distributed resource allocation problem. Sublinear convergence to an optimal solution of the proposed algorithm is given when the second moments of the gradient noises are summable. A numerical example is also given to illustrate the effectiveness of the proposed algorithm. |
| 语种 | 英语 |
| CSCD记录号 | CSCD:6870881 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58369]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Wang Yinghui,Tu Zhipeng,Qin Huashu. Distributed stochastic mirror descent algorithm for resource allocation problem[J]. Control Theory and Technology,2020,18(4):339-347. |
| APA | Wang Yinghui,Tu Zhipeng,&Qin Huashu.(2020).Distributed stochastic mirror descent algorithm for resource allocation problem.Control Theory and Technology,18(4),339-347. |
| MLA | Wang Yinghui,et al."Distributed stochastic mirror descent algorithm for resource allocation problem".Control Theory and Technology 18.4(2020):339-347. |
入库方式： OAI收割
来源：数学与系统科学研究院
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