Distributed online constrained convex optimization with event-triggered communication

Fuente: arXiv
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Autori principali: Zhang, Kunpeng, Yi, Xinlei, Li, Yuzhe, Cao, Ming, Chai, Tianyou, Yang, Tao
Natura: Preprint
Pubblicazione: 2023
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author Zhang, Kunpeng
Yi, Xinlei
Li, Yuzhe
Cao, Ming
Chai, Tianyou
Yang, Tao
author_facet Zhang, Kunpeng
Yi, Xinlei
Li, Yuzhe
Cao, Ming
Chai, Tianyou
Yang, Tao
contents This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide loss over time. To reduce communication overhead between the agents, we propose a distributed event-triggered online primal-dual algorithm over a time-varying directed graph. With several classes of appropriately chose decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. Finally, a numerical simulation example is provided to verify the theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2311_01957
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Distributed online constrained convex optimization with event-triggered communication
Zhang, Kunpeng
Yi, Xinlei
Li, Yuzhe
Cao, Ming
Chai, Tianyou
Yang, Tao
Optimization and Control
Multiagent Systems
This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide loss over time. To reduce communication overhead between the agents, we propose a distributed event-triggered online primal-dual algorithm over a time-varying directed graph. With several classes of appropriately chose decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. Finally, a numerical simulation example is provided to verify the theoretical results.
title Distributed online constrained convex optimization with event-triggered communication
topic Optimization and Control
Multiagent Systems
url https://arxiv.org/abs/2311.01957