An online dual consensus algorithm for distributed resource allocation over networks

Yuwei Chen, Zengde Deng, Biao Yuan, Zaiyi Chen, Yujie Chen and Haoyuan Hu

IISE Transactions, 2025, vol. 57, issue 10, 1155-1166

Abstract: We address the problem of online resource allocation in a distributed environment where requests arrive dynamically over time at different agents in the network. As each request arrives, the receiving agent must make an immediate decision that incurs a cost and consumes a certain amount of resources. The requests are drawn independently from unknown distributions that are different for each agent. First, we present an Online Consensus Alternating Direction Method of Multipliers (OC-ADMM) algorithm for the dual counterpart of the online distributed resource allocation problem, focusing on the dual variables. Then, we propose an Online Dual Consensus ADMM (ODC-ADMM) algorithm for the primal problem to derive the primal variables from the dual update process in the OC-ADMM algorithm. The ODC-ADMM algorithm exhibits sublinear growth in both regret and expected constraint violation with respect to the time horizon. Furthermore, extensive numerical results on both synthetic and real-world data confirm its effectiveness.

Date: 2025
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DOI: 10.1080/24725854.2024.2428652

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