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Totally Asynchronous Iterative Algorithms

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1 Totally Asynchronous Iterative Algorithms
EE692 Parallel and Distribution Computation | Prof. Song Chong Ch. 6 Totally Asynchronous Iterative Algorithms

2 Totally Asynchronous Algorithmic Model

3 Totally Asynchronous Algorithmic Model

4 Two Examples of Asynchronous Distributed System
Example of Message Passing System

5 Two Examples of Asynchronous Distributed System
Shared Memory System Assumption 1.1 (total Asynchronism) x1 x2 x3 t=1 2 3 4 5 6 7 8 9 10 R W compute

6 General Convergence Theorem
Assumption 2.1

7 General Convergence Theorem
• A typical example where the Box Condition holds is when x(k) is a sphere in Rn w.r.t some weighted maximum norm.

8 Prop. 2.1 (Asynchronous Convergence theorem)
If Assumption 2.1 holds, and the initial solution estimate belongs to the set X(0), then every limit point of {x(t)} is a fixed point of f. Pf.) Show by induction that for each , there exists a time such that: (a) (b) For all i and with , we have where ( In other words, after some time, all estimates will be in X(k) and all estimates used in the iteration will come from X(k). )

9 For k=0, since the iteration estimates are assumed to be in X(0),
the induction hypothesis holds. Suppose that the hypothesis is true for a given k. Now, show the existence of such a time For each i=1, …, n, let be the first element of such that Then, by the Synchronous Convergence Condition, we have , and by the Box Condition, we have Similarly, for every , Since does not change between elements of , Let Then,

10 Finally, since by the Assumption 1.1, ,
we can choose a time that is sufficiently large so that Then, This implies that The induction is complete Q.E.D. • A number of useful extensions of the Asynchronous Convergence Theorem are found in Exercise • The challenge in applying the theorem is to identify a suitable sequence of sets {X(k)}.

11

12 Applications to Problem’s involving Maximum Norm : Contraction Mappings
Suppose that is a contraction mapping w.r.t. a weighted maximum norm , and suppose that for i=1, …, n and Define the sets where x* is the unique fixed point of f, and a<1 is the contraction modulus  {x(k)} satisfies the synchronous convergence condition and the box condition of A.2.1. pf.) H.W A similar conclusion holds if f is a pseudo-contraction mapping w.r.t. a weighted maximum norm.

13 Linear Systems of Equations

14 Unconstrained Optimization


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