Gradient-free algorithms for distributed online convex optimization

doi:10.1002/asjc.2996

CSpace

	Gradient-free algorithms for distributed online convex optimization
	Liu, Yuhang 1,2; Zhao, Wenxiao 1,2,4; Dong, Daoyi 3
	2022-12-04
发表期刊	ASIAN JOURNAL OF CONTROL
ISSN	1561-8625
页码	18
摘要	In 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.
关键词	distributed algorithm gradient-free algorithm multiagent system online convex optimization
DOI	10.1002/asjc.2996
收录类别	SCI
语种	英语
WOS研究方向	Automation & Control Systems
WOS类目	Automation & Control Systems
WOS记录号	WOS:000896709200001
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60541
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Wenxiao
作者单位	1.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
推荐引用方式 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.