A stochastic mirror-descent algorithm for solving over an multi-agent system
In this paper, we consider a distributed stochastic computation of with local set constraints over an multi-agent system, where each agent over the network only knows a few rows or columns of matrixes. Through formulating an equivalent distributed optimization problem for seeking least-squares solutions of , we propose a distributed stochastic mirror-descent algorithm for solving the equivalent distributed problem. Then, we provide the sublinear convergence of the proposed algorithm. Moreover,...