Event-triggered distributed online convex optimization with delayed bandit feedback

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

Applied Mathematics and Computation, 2023, vol. 445, issue C

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.

Keywords: Distributed online convex optimization; Mirror descent algorithm; Event-triggered communication; Delayed bandit feedback (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:445:y:2023:i:c:s0096300323000346

DOI: 10.1016/j.amc.2023.127865

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