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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…

Machine Learning · Statistics 2015-12-24 Rodolphe Jenatton , Jim Huang , Cédric Archambeau

This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Mohammadreza Doostmohammadian , Alireza Aghasi , Maria Vrakopoulou , Hamid R. Rabiee , Usman A. Khan , Themistoklis Charalambou

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

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

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

Optimization and Control · Mathematics 2026-03-24 Antai Xie , Xiaoqiang Ren , Xinlei Yi , Tao Yang , Xiaofan Wang

We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…

Optimization and Control · Mathematics 2020-09-16 Pouya Rezaeinia , Bahman Gharesifard

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…

Optimization and Control · Mathematics 2023-02-23 Nazanin Abolfazli , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

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

We consider a decentralized online convex optimization problem in a network of agents, where each agent controls only a coordinate (or a part) of the global decision vector. For such a problem, we propose two decentralized variants (ODA-C…

Optimization and Control · Mathematics 2016-11-15 Soomin Lee , Angelia Nedić , Maxim Raginsky

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take any projection-free algorithms developed for online convex…

Optimization and Control · Mathematics 2023-05-17 Duksang Lee , Nam Ho-Nguyen , Dabeen Lee

We consider online convex optimization with stochastic constraints where the objective functions are arbitrarily time-varying and the constraint functions are independent and identically distributed (i.i.d.) over time. Both the objective…

Optimization and Control · Mathematics 2019-08-02 Xiaohan Wei , Hao Yu , Michael J. Neely

Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and…

Machine Learning · Computer Science 2024-11-26 Juliette Achddou , Nicolò Cesa-Bianchi , Hao Qiu

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

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 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