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Distributed Online Convex Optimization With an Aggregative Variable
Inst Adv Study, Dept Control Sci & Engn, Coll Elect & Informat Engn, Shanghai 201804, Peoples R China.;Tongji Univ, Shanghai Res Inst Intelligent Autonomous Syst, Shanghai 201804, Peoples R China..
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-4299-0471
Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore..
2022 (English)In: IEEE Transactions on Control of Network Systems, E-ISSN 2325-5870, Vol. 9, no 1, p. 438-449Article in journal (Refereed) Published
Abstract [en]

This article investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multiagent network. In this problem, each individual agent is only able to access partial information of time-varying global loss functions, thus requiring local information exchanges between neighboring agents. Motivated by many applications in reality, the considered local loss functions depend not only on their own decision variables, but also on an aggregative variable, such as the average of all decision variables. To handle this problem, an online distributed gradient tracking algorithm (O-DGT) is proposed with exact gradient information and it is shown that the dynamic regret is upper bounded by three terms: 1) a sublinear term; 2) a path variation term; and 3) a gradient variation term. Meanwhile, the O-DGT algorithm is also analyzed with stochastic/noisy gradients, showing that the expected dynamic regret has the same upper bound as the exact gradient case. To our best knowledge, this article is the first to study online convex optimization in the presence of an aggregative variable, which enjoys new characteristics in comparison with the conventional scenario without the aggregative variable. Finally, a numerical experiment is provided to corroborate the obtained theoretical results.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2022. Vol. 9, no 1, p. 438-449
Keywords [en]
Aggregative variable, distributed algorithms, dynamic regret, multiagent networks, online convex optimization
National Category
Other Materials Engineering
Identifiers
URN: urn:nbn:se:kth:diva-313771DOI: 10.1109/TCNS.2021.3107480ISI: 000802014900039Scopus ID: 2-s2.0-85131365490OAI: oai:DiVA.org:kth-313771DiVA, id: diva2:1739663
Note

QC 20230228

Available from: 2022-06-10 Created: 2023-02-27 Last updated: 2023-02-28Bibliographically approved

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Yi, Xinlei

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