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We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

Optimization and Control · Mathematics 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao

Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…

Optimization and Control · Mathematics 2022-10-12 Changxin Liu , Zirui Zhou , Jian Pei , Yong Zhang , Yang Shi

This paper studies the decentralized online convex optimization problem for heterogeneous linear multi-agent systems. Agents have access to their time-varying local cost functions related to their own outputs, and there are also…

Optimization and Control · Mathematics 2022-07-05 Yang Yu , Xiuxian Li , Li Li , Lihua Xie

We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…

Optimization and Control · Mathematics 2025-01-31 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

Offline reinforcement learning methods hold the promise of learning policies from pre-collected datasets without the need to query the environment for new transitions. This setting is particularly well-suited for continuous control robotic…

Machine Learning · Computer Science 2022-03-18 Xi Chen , Ali Ghadirzadeh , Tianhe Yu , Yuan Gao , Jianhao Wang , Wenzhe Li , Bin Liang , Chelsea Finn , Chongjie Zhang

Most decentralized optimization algorithms are handcrafted. While endowed with strong theoretical guarantees, these algorithms generally target a broad class of problems, thereby not being adaptive or customized to specific problem…

Optimization and Control · Mathematics 2024-10-03 Yutong He , Qiulin Shang , Xinmeng Huang , Jialin Liu , Kun Yuan

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

We study online convex optimization with switching costs, a practically important but also extremely challenging problem due to the lack of complete offline information. By tapping into the power of machine learning (ML) based optimizers,…

Machine Learning · Computer Science 2022-04-25 Pengfei Li , Jianyi Yang , Shaolei Ren

One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…

Machine Learning · Computer Science 2022-02-22 Haotian Gu , Xin Guo , Xiaoli Wei , Renyuan Xu

This article introduces a generalized framework for Decentralized Learning formulated as a Multi-Objective Optimization problem, in which both distributed agents and a central coordinator contribute independent, potentially conflicting…

Optimization and Control · Mathematics 2025-07-21 Roberto Morales , Umberto Biccari

Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…

Optimization and Control · Mathematics 2020-08-25 Martijn H. H. Schoot Uiterkamp , Marco E. T. Gerards , Johann L. Hurink

The study of decentralized learning or independent learning in cooperative multi-agent reinforcement learning has a history of decades. Recently empirical studies show that independent PPO (IPPO) can obtain good performance, close to or…

Machine Learning · Computer Science 2022-11-08 Kefan Su , Zongqing Lu

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

Decentralized policy optimization has been commonly used in cooperative multi-agent tasks. However, since all agents are updating their policies simultaneously, from the perspective of individual agents, the environment is non-stationary,…

Machine Learning · Computer Science 2023-02-17 Hao Luo , Jiechuan Jiang , Zongqing Lu

The design of decentralized learning algorithms is important in the fast-growing world in which data are distributed over participants with limited local computation resources and communication. In this direction, we propose an online…

Machine Learning · Computer Science 2022-08-02 Angan Mitra , Nguyen Kim Thang , Tuan-Anh Nguyen , Denis Trystram , Paul Youssef

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We investigate the finite-time analysis of finding ($\delta,\epsilon$)-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at minimizing a global function using only their local…

Optimization and Control · Mathematics 2024-06-04 Emre Sahinoglu , Shahin Shahrampour
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