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Difference Between Cyclic and Distributed Approach in Stochastic Optimization for Multi-agent System

Jiahao Shi, James C. Spall

TL;DR

Four existing methods for addressing stochastic optimization problems in multi-agent systems are reviewed and compared based on their suitable problem frameworks and update rules.

Abstract

Many stochastic optimization problems in multi-agent systems can be decomposed into smaller subproblems or reduced decision subspaces. The cyclic and distributed approaches are two widely used strategies for solving such problems. In this manuscript, we review four existing methods for addressing these problems and compare them based on their suitable problem frameworks and update rules.

Difference Between Cyclic and Distributed Approach in Stochastic Optimization for Multi-agent System

TL;DR

Four existing methods for addressing stochastic optimization problems in multi-agent systems are reviewed and compared based on their suitable problem frameworks and update rules.

Abstract

Many stochastic optimization problems in multi-agent systems can be decomposed into smaller subproblems or reduced decision subspaces. The cyclic and distributed approaches are two widely used strategies for solving such problems. In this manuscript, we review four existing methods for addressing these problems and compare them based on their suitable problem frameworks and update rules.
Paper Structure (11 sections, 15 equations, 1 figure, 1 table, 4 algorithms)

This paper contains 11 sections, 15 equations, 1 figure, 1 table, 4 algorithms.

Table of Contents

  1. Introduction
  2. Overview of Existing Methods
  3. Generalized Cyclic Stochastic Approximation (GCSA) Algorithm
  4. Distributed Stochastic Approximation (DSA) Algorithm
  5. Other Related Algorithms
  6. DSA--Specialization (DSA--S) Algorithm
  7. Incremental Stochastic Approximation Algorithm
  8. Difference Between Cyclic and Distributed Approach
  9. Differences in the Framework
  10. Differences in the Update Rule
  11. Conclusion

Figures (1)

  • Figure 1: (a) represents a communication network with a ring structure while (b) does not