Distributed online convex optimization with time-varying coupled inequality constraints

• Main Authors: Yi, Xinlei, Li, Xiuxian, Xie, Lihua, Johansson, Karl H.
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2023
• Subjects: Engineering::Electrical and electronic engineering; Distributed Optimization; Dynamic Mirror Descent
• Online Access: https://hdl.handle.net/10356/164461
• Institution: Nanyang Technological University

This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the sum of local convex functions. A distributed online primal-dua...