Bianchi, Pascal and Jakubowicz, Jérémie (2012) Distributed Stochastic Optimization for Constrained and Unconstrained Optimization. In: 5th International ICST Conference on Performance Evaluation Methodologies and Tools.
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Abstract
In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches local minima of a (nonconvex) objective function which is supposed to coincide with a sum of local utility functions
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 09:41 |
| Last Modified: | 18 Apr 2026 01:04 |
| URI: | http://eprints.eai.eu/id/eprint/7736 |
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