English
Related papers

Related papers: Distributed Online Optimization in Time-Varying Un…

200 papers

In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang

Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose a unified framework named Online Compressed Gradient Tracking (OCGT),…

Optimization and Control · Mathematics 2025-12-08 Longkang Zhu , Xinli Shi , Xiangping Xu , Jinde Cao , Xiangyong Chen

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

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…

Optimization and Control · Mathematics 2024-06-21 Kunpeng Zhang , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

This work is concerned with the problem of distributed resource allocation in continuous-time setting but with discrete-time communication over infinitely jointly connected and balanced digraphs. We provide a passivity-based perspective for…

Multiagent Systems · Computer Science 2021-01-18 Lanlan Su , Mengmou Li , Vijay Gupta , Graziano Chesi

This paper investigates distributed zeroth-order optimization for smooth nonconvex problems, targeting the trade-off between convergence rate and sampling cost per zeroth-order gradient estimation in current algorithms that use either the…

Optimization and Control · Mathematics 2026-04-10 Huaiyi Mu , Yujie Tang , Jie Song , Zhongkui Li

This paper considers online distributed convex constrained optimization over a time-varying multi-agent network. Agents in this network cooperate to minimize the global objective function through information exchange with their neighbors…

Optimization and Control · Mathematics 2023-05-09 Wentao Zhang , Yang Shi , Baoyong Zhang , Kaihong Lu , Deming Yuan

Solving optimization problems in multi-agent systems (MAS) involves information exchange between agents. These solutions must be robust to delays and errors that arise from an unreliable wireless network which typically connects the MAS. In…

Dynamical Systems · Mathematics 2019-12-19 Arunselvan Ramaswamy , Adrian Redder , Daniel E. Quevedo

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…

Optimization and Control · Mathematics 2026-01-21 Wouter J. A. van Weerelt , Nicola Bastianello

We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and multiple cost functions are revealed, and the decision maker…

Machine Learning · Computer Science 2022-07-26 Jiashuo Jiang , Xiaocheng Li , Jiawei Zhang

This paper focuses on a multi-agent zeroth-order online optimization problem in a federated learning setting for target tracking. The agents only sense their current distances to their targets and aim to maintain a minimum safe distance…

Machine Learning · Computer Science 2023-06-12 Ege C. Kaya , M. Berk Sahin , Abolfazl Hashemi

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…

Optimization and Control · Mathematics 2026-02-18 Zhaoye Pan , Haozhe Lei , Fan Zuo , Zilin Bian , Tao Li

Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…

Machine Learning · Computer Science 2026-05-20 Parvin Nazari , Bojian Hou , Davoud Ataee Tarzanagh , Li Shen , George Michailidis

This paper presents a decentralized algorithm for solving distributed convex optimization problems in dynamic networks with time-varying objectives. The unique feature of the algorithm lies in its ability to accommodate a wide range of…

Optimization and Control · Mathematics 2023-07-12 Navneet Agrawal , Renato L. G. Cavalcante , Masahiro Yukawa , Slawomir Stanczak

This paper is concerned with distributed stochastic multi-agent constrained optimization problem over time-varying network with a class of communication noise. This paper considers the problem in composite optimization setting which is more…

Optimization and Control · Mathematics 2022-12-20 Zhan Yu , Daniel W. C. Ho , Deming Yuan , Jie Liu

The standard model of online prediction deals with serial processing of inputs by a single processor. However, in large-scale online prediction problems, where inputs arrive at a high rate, an increasingly common necessity is to distribute…

Machine Learning · Computer Science 2010-12-08 Ofer Dekel , Ran Gilad-Bachrach , Ohad Shamir , Lin Xiao