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Gradient-free algorithms for distributed online convex optimization
Liu, Yuhang1,2; Zhao, Wenxiao1,2,4; Dong, Daoyi3
2022-12-04
Source PublicationASIAN JOURNAL OF CONTROL
ISSN1561-8625
Pages18
AbstractIn this paper, we consider the distributed bandit convex optimization of time-varying objective functions over a network. By introducing perturbations into the objective functions, we design a deterministic difference and a randomized difference to replace the gradient information of the objective functions and propose two classes of gradient-free distributed algorithms. We prove that both the two classes of algorithms achieve regrets of O(T3/4)$$ O\left({T}<^>{3/4}\right) $$ for convex objective functions and O(T2/3)$$ O\left({T}<^>{2/3}\right) $$ for strongly convex objective functions, with respect to the time index T$$ T $$ and consensus of the estimates established as well. Simulation examples are given justifying the theoretical results.
Keyworddistributed algorithm gradient-free algorithm multiagent system online convex optimization
DOI10.1002/asjc.2996
Indexed BySCI
Language英语
WOS Research AreaAutomation & Control Systems
WOS SubjectAutomation & Control Systems
WOS IDWOS:000896709200001
PublisherWILEY
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/60541
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhao, Wenxiao
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
3.Univ New South Wales, Sch Engn & Informat Technol, Canberra, ACT, Australia
4.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Liu, Yuhang,Zhao, Wenxiao,Dong, Daoyi. Gradient-free algorithms for distributed online convex optimization[J]. ASIAN JOURNAL OF CONTROL,2022:18.
APA Liu, Yuhang,Zhao, Wenxiao,&Dong, Daoyi.(2022).Gradient-free algorithms for distributed online convex optimization.ASIAN JOURNAL OF CONTROL,18.
MLA Liu, Yuhang,et al."Gradient-free algorithms for distributed online convex optimization".ASIAN JOURNAL OF CONTROL (2022):18.
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