Randomized gradient-free distributed online optimization via a dynamic regret analysis

• Main Authors: Pang, Yipeng, Hu, Guoqiang
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2023
• Subjects: Engineering::Electrical and electronic engineering; Online Convex Optimization; Distributed Algorithms
• Online Access: https://hdl.handle.net/10356/170697
• Institution: Nanyang Technological University

This work considers an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision is executed per time-step. Thus, each agent can only update t...