no code implementations • 21 Apr 2024 • Yaqun Yang, Jinlong Lei
To address the special optimization problem, we propose a coupled distributed stochastic approximation algorithm, in which every agent updates the current beliefs of its unknown parameter and decision variable by stochastic approximation method; and then averages the beliefs and decision variables of its neighbors over network in consensus protocol.
no code implementations • 17 Apr 2024 • Yaqun Yang, Jinlong Lei, Guanghui Wen, Yiguang Hong
This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the optimal solution over a connected network.