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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

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

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

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

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…

Machine Learning · Computer Science 2024-09-25 Youqing Hua , Shuai Liu , Yiguang Hong , Karl Henrik Johansson , Guangchen Wang

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

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

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

This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…

Optimization and Control · Mathematics 2023-03-24 Ruijie Hou , Xiuxian Li , Yang Shi

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

Distributed online convex optimization (D-OCO) is a powerful paradigm for modeling distributed scenarios with streaming data. However, the communication cost between local learners and the central server is substantial in large-scale…

Machine Learning · Computer Science 2026-04-13 Sifan Yang , Dan-Yue Li , Lijun Zhang

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

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 studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

This paper considers distributed online convex constrained optimization, in which various agents in a multi-agent system cooperate to minimize a global cost function through communicating with neighbors over a time-varying network. When the…

Optimization and Control · Mathematics 2023-02-02 Wentao Zhang , Yang Shi , Baoyong Zhang , Deming Yuan

To expand the applicability of decentralized online learning, previous studies have proposed several algorithms for decentralized online continuous submodular maximization (D-OCSM) -- a non-convex/non-concave setting with continuous…

Machine Learning · Computer Science 2026-02-11 Yuanyu Wan , Yu Shen , Dingzhi Yu , Bo Xue , Mingli Song

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…

Machine Learning · Computer Science 2026-01-12 Sifan Yang , Wenhao Yang , Wei Jiang , Lijun Zhang

We investigate online convex optimization in non-stationary environments and choose the 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 2020-12-01 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…

Optimization and Control · Mathematics 2024-06-17 Wentao Zhang , Yang Shi , Baoyong Zhang , Deming Yuan
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