Related papers: Regret and Cumulative Constraint Violation Analysi…
This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…
We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…
This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…
This paper considers the problem of distributed bandit online convex optimization with time-varying coupled inequality constraints. This problem can be defined as a repeated game between a group of learners and an adversary. The learners…
This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…
This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…
A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…
This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…
In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…
This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents. For a time-varying graph, we propose a distributed online primal-dual algorithm with compressed communication…
We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…
This paper studies the distributed bandit convex optimization problem with time-varying inequality constraints, where the goal is to minimize network regret and cumulative constraint violation. To calculate network cumulative constraint…
In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…
This paper addresses safe distributed online optimization over an unknown set of linear safety constraints. A network of agents aims at jointly minimizing a global, time-varying function, which is only partially observable to each…
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…
Regret has been widely adopted as the metric of choice for evaluating the performance of online optimization algorithms for distributed, multi-agent systems. However, data/model variations associated with agents can significantly impact…
We investigate distributed online convex optimization with compressed communication, where $n$ learners connected by a network collaboratively minimize a sequence of global loss functions using only local information and compressed data…
This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…