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Event-triggered distributed online convex optimization with delayed bandit feedback

Author

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  • Xiong, Menghui
  • Zhang, Baoyong
  • Yuan, Deming
  • Zhang, Yijun
  • Chen, Jun

Abstract

This paper is concerned with an online distributed convex-constrained optimization problem over a multi-agent network, where the limited network bandwidth and potential feedback delay caused by network communication are considered. To cope with the limited network bandwidth, an event-triggered communication scheme is introduced in information exchange. Then, based on the delayed (i.e., single-point and two-point) bandit feedback, two event-triggered distributed online convex optimization algorithms are developed by utilizing the Bregman divergence in the projection step. Meanwhile, the convergence of the two developed algorithms is analyzed according to the provided static regret bounds achieved by the algorithm. The obtained results show that a sublinear static regret with respect to the time horizon T can be ensured if the triggering threshold gradually approaches zero. In this case, the corresponding order of the regret bounds is also determined by choosing suitable triggering thresholds. Finally, a distributed online regularized linear regression problem is provided as an example to illustrate the effectiveness of the proposed two algorithms.

Suggested Citation

  • Xiong, Menghui & Zhang, Baoyong & Yuan, Deming & Zhang, Yijun & Chen, Jun, 2023. "Event-triggered distributed online convex optimization with delayed bandit feedback," Applied Mathematics and Computation, Elsevier, vol. 445(C).
    • Handle: RePEc:eee:apmaco:v:445:y:2023:i:c:s0096300323000346
    DOI: 10.1016/j.amc.2023.127865
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    References listed on IDEAS

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    1. Zhang, Juan & Zhang, Huaguang & Cai, Yuliang & Wang, Wei, 2021. "Consensus control for nonlinear multi-agent systems with event-triggered communications," Applied Mathematics and Computation, Elsevier, vol. 408(C).
    2. Chen, Qi-Xin & Chang, Xiao-Heng, 2022. "Resilient filter of nonlinear network systems with dynamic event-triggered mechanism and hybrid cyber attack," Applied Mathematics and Computation, Elsevier, vol. 434(C).
    3. Sakurama, Kazunori & Miura, Masashi, 2017. "Distributed constraint optimization on networked multi-agent systems," Applied Mathematics and Computation, Elsevier, vol. 292(C), pages 272-281.
    4. Zhang, Li & Liu, Shuai, 2022. "Projected subgradient based distributed convex optimization with transmission noises," Applied Mathematics and Computation, Elsevier, vol. 418(C).
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