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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…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

In this paper, we consider an online distributed composite optimization problem over a time-varying multi-agent network that consists of multiple interacting nodes, where the objective function of each node consists of two parts: a loss…

Optimization and Control · Mathematics 2020-04-03 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Shengyuan Xu

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

This work addresses decentralized online optimization in non-stationary environments. A network of agents aim to track the minimizer of a global time-varying convex function. The minimizer evolves according to a known dynamics corrupted by…

Optimization and Control · Mathematics 2016-09-12 Shahin Shahrampour , Ali Jadbabaie

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…

Optimization and Control · Mathematics 2025-08-14 Wentao Zhang , Baoyong Zhang , Deming Yuan , Shengyuan Xu , Vincent K. N. Lau

In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…

Optimization and Control · Mathematics 2021-05-06 Pranay Sharma , Prashant Khanduri , Lixin Shen , Donald J. Bucci , Pramod K. Varshney

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…

Optimization and Control · Mathematics 2019-06-06 Xinlei Yi , Xiuxian Li , Lihua Xie , Karl H. Johansson

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…

Optimization and Control · Mathematics 2023-02-27 Ting-Jui Chang , Sapana Chaudhary , Dileep Kalathil , Shahin Shahrampour

This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…

Optimization and Control · Mathematics 2020-07-15 Xiuxian Li , Xinlei Yi , Lihua Xie

This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target…

Optimization and Control · Mathematics 2017-02-22 Shahin Shahrampour , Ali Jadbabaie

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…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

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…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

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…

Machine Learning · Computer Science 2022-09-22 Zhanhong Jiang , Aditya Balu , Xian Yeow Lee , Young M. Lee , Chinmay Hegde , Soumik Sarkar

This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…

Machine Learning · Statistics 2013-01-08 Eric C. Hall , Rebecca M. Willett

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…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The…

Machine Learning · Computer Science 2019-09-04 Yawei Zhao , Shuang Qiu , Ji Liu

Adaptive gradient algorithms such as ADAGRAD and its variants have gained popularity in the training of deep neural networks. While many works as for adaptive methods have focused on the static regret as a performance metric to achieve a…

Machine Learning · Computer Science 2022-09-07 Parvin Nazari , Esmaile Khorram

This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…

Optimization and Control · Mathematics 2022-08-26 Yongyang Xiong , Xiang Li , Keyou You , Ligang Wu
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