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Distributed online optimisation in unknown dynamic environment

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  • Shuang Wang
  • Bomin Huang

Abstract

In this paper, the distributed online optimisation problem is considered in an unknown dynamic environment. Compared with the existing results, an unknown dynamic environment causes the problem to be more challenging. An online optimisation algorithm is designed based on distributed mirror descent and distributed average tracking technology. The analysis of dynamic regret is presented and a bounded regret is obtained. Some simulations are given to verify the validity of the designed algorithm.

Suggested Citation

  • Shuang Wang & Bomin Huang, 2024. "Distributed online optimisation in unknown dynamic environment," International Journal of Systems Science, Taylor & Francis Journals, vol. 55(6), pages 1167-1176, April.
  • Handle: RePEc:taf:tsysxx:v:55:y:2024:i:6:p:1167-1176
    DOI: 10.1080/00207721.2024.2302903
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    Cited by:

    1. Chengqian Yang & Shuang Wang & Shuang Zhang & Shiwei Lin & Bomin Huang, 2024. "A Class of Distributed Online Aggregative Optimization in Unknown Dynamic Environment," Mathematics, MDPI, vol. 12(16), pages 1-15, August.

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