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We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…

信息论 · 计算机科学 2021-08-17 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

最优化与控制 · 数学 2020-12-15 Ketan Rajawat , Chirag Kumar

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

最优化与控制 · 数学 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

We extend the regret analysis of the online distributed weighted dual averaging (DWDA) algorithm [1] to the dynamic setting and provide the tightest dynamic regret bound known to date with respect to the time horizon for a distributed…

最优化与控制 · 数学 2020-12-11 Antoine Lesage-Landry , Duncan S. Callaway

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

最优化与控制 · 数学 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

最优化与控制 · 数学 2018-06-20 Van Sy Mai , Eyad H. Abed

We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-specific convex objective functions, while the agents' decisions…

最优化与控制 · 数学 2019-11-27 Goran Banjac , Felix Rey , Paul Goulart , John Lygeros

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…

最优化与控制 · 数学 2023-05-17 Duksang Lee , Nam Ho-Nguyen , Dabeen Lee

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…

机器学习 · 计算机科学 2024-09-25 Youqing Hua , Shuai Liu , Yiguang Hong , Karl Henrik Johansson , Guangchen Wang

In this paper, we study the optimistic online convex optimization problem in dynamic environments. Existing works have shown that Ader enjoys an $O\left(\sqrt{\left(1+P_T\right)T}\right)$ dynamic regret upper bound, where $T$ is the number…

机器学习 · 计算机科学 2022-03-29 Qing-xin Meng , Jian-wei Liu

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

最优化与控制 · 数学 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

最优化与控制 · 数学 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

最优化与控制 · 数学 2025-04-01 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu , Jian Chu

This paper fully studies distributed optimal consensus problem in non-directed dynamical networks. We consider a group of networked agents that are supposed to rendezvous at the optimal point of a collective convex objective function. Each…

最优化与控制 · 数学 2017-12-22 Amir Adibzadeh , Amir A. Suratgar , Mohammad B. Menhaja , Mohsen Zamani

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…

最优化与控制 · 数学 2021-08-16 Yipeng Pang , Guoqiang Hu

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

机器学习 · 计算机科学 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang

A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…

最优化与控制 · 数学 2025-10-02 Shijie Pan , Jianyu Xu , Wenjie Huang

We present a framework for asynchronously solving convex optimization problems over networks of agents which are augmented by the presence of a centralized cloud computer. This framework uses a Tikhonov-regularized primal-dual approach in…

最优化与控制 · 数学 2016-10-14 Matthew T. Hale , Angelia Nedich , Magnus Egerstedt

This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…

最优化与控制 · 数学 2015-06-16 Aryan Mokhtari , Alejandro Ribeiro

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

最优化与控制 · 数学 2024-05-07 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan