Regret and cumulative constraint violation analysis for distributed online constrained convex optimization

• 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: 2023
• Subjects: Engineering::Electrical and electronic engineering; Cumulative Constraint Violation; Distributed Optimization
• Online Access: https://hdl.handle.net/10356/170692
• Institution: Nanyang Technological University

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and constraint functions. At each round, each agent selects a decision...