Distributed bandit online convex optimization with time-varying coupled inequality constraints

• Main Authors: Yi, Xinlei, Li, Xiuxian, Yang, Tao, Xie, Lihua, Chai, Tianyou, Johansson, Karl Henrik
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering; Bandit Convex Optimization; Distributed Optimization
• Online Access: https://hdl.handle.net/10356/159488
• Institution: Nanyang Technological University

Distributed bandit online convex optimization with time-varying coupled inequality constraints is considered, motivated by a repeated game between a group of learners and an adversary. The learners attempt to minimize a sequence of global loss functions and at the same time satisfy a sequence of cou...