Distributed Constrained Online Nonconvex Optimization with Compressed Communication

Fuente: arXiv
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Main Authors: Zhang, Kunpeng, Xu, Lei, Yi, Xinlei, Cao, Ming, Johansson, Karl H., Chai, Tianyou, Yang, Tao
Format: Preprint
Published: 2025
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_version_ 1866911128854986752
author Zhang, Kunpeng
Xu, Lei
Yi, Xinlei
Cao, Ming
Johansson, Karl H.
Chai, Tianyou
Yang, Tao
author_facet Zhang, Kunpeng
Xu, Lei
Yi, Xinlei
Cao, Ming
Johansson, Karl H.
Chai, Tianyou
Yang, Tao
contents This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents. For a time-varying graph, we propose a distributed online primal-dual algorithm with compressed communication to efficiently utilize communication resources. We show that the proposed algorithm establishes an $\mathcal{O}( {{T^{\max \{ {1 - {θ_1},{θ_1}} \}}}} )$ network regret bound and an $\mathcal{O}( {T^{1 - {θ_1}/2}} )$ network cumulative constraint violation bound, where $T$ is the number of iterations and ${θ_1} \in ( {0,1} )$ is a user-defined trade-off parameter. When Slater's condition holds (i.e, there is a point that strictly satisfies the inequality constraints at all iterations), the network cumulative constraint violation bound is reduced to $\mathcal{O}( {T^{1 - {θ_1}}} )$. These bounds are comparable to the state-of-the-art results established by existing distributed online algorithms with perfect communication for distributed online convex optimization with (time-varying) inequality constraints. Finally, a simulation example is presented to validate the theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2503_22410
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Distributed Constrained Online Nonconvex Optimization with Compressed Communication
Zhang, Kunpeng
Xu, Lei
Yi, Xinlei
Cao, Ming
Johansson, Karl H.
Chai, Tianyou
Yang, Tao
Optimization and Control
Systems and Control
This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents. For a time-varying graph, we propose a distributed online primal-dual algorithm with compressed communication to efficiently utilize communication resources. We show that the proposed algorithm establishes an $\mathcal{O}( {{T^{\max \{ {1 - {θ_1},{θ_1}} \}}}} )$ network regret bound and an $\mathcal{O}( {T^{1 - {θ_1}/2}} )$ network cumulative constraint violation bound, where $T$ is the number of iterations and ${θ_1} \in ( {0,1} )$ is a user-defined trade-off parameter. When Slater's condition holds (i.e, there is a point that strictly satisfies the inequality constraints at all iterations), the network cumulative constraint violation bound is reduced to $\mathcal{O}( {T^{1 - {θ_1}}} )$. These bounds are comparable to the state-of-the-art results established by existing distributed online algorithms with perfect communication for distributed online convex optimization with (time-varying) inequality constraints. Finally, a simulation example is presented to validate the theoretical results.
title Distributed Constrained Online Nonconvex Optimization with Compressed Communication
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2503.22410