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This paper extends the paradigm of "mobile edge learning (MEL)" by designing an optimal task allocation scheme for training a machine learning model in an asynchronous manner across mutiple edge nodes or learners connected via a resource-constrained wireless edge network. The optimization is done such that the portion of the task allotted to each learner is completed within a given global delay constraint and a local maximum energy consumption limit. The time and energy consumed are related directly to the heterogeneous communication and computational capabilities of the learners; i.e. the proposed model is heterogeneity aware (HA). Because the resulting optimization is an NP-hard quadratically-constrained integer linear program (QCILP), a two-step suggest-and-improve (SAI) solution is proposed based on using the solution of the relaxed synchronous problem to obtain the solution to the asynchronous problem. The proposed HA asynchronous (HA-Asyn) approach is compared against the HA synchronous (HA-Sync) scheme and the heterogeneity unaware (HU) equal batch allocation scheme. Results from a system of 20 learners tested for various completion time and energy consumption constraints show that the proposed HA-Asyn method works better than the HU synchronous/asynchronous (HU-Sync/Asyn) approach and can provide gains of up-to 25\% compared to the HA-Sync scheme.