Distributed Event-Triggered Bandit Convex Optimization with Time-Varying Constraints

التفاصيل البيبلوغرافية
العنوان: Distributed Event-Triggered Bandit Convex Optimization with Time-Varying Constraints
المؤلفون: Zhang, Kunpeng, Yi, Xinlei, Wen, Guanghui, Cao, Ming, Johansson, Karl H., Chai, Tianyou, Yang, Tao
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control
الوصف: This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing distributed online algorithms require that each agent broadcasts its decision to its neighbors at each iteration. To better utilize the limited communication resources, we propose a distributed event-triggered online primal--dual algorithm with two-point bandit feedback. Under several classes of appropriately chosen decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. These bounds are comparable to the results achieved by distributed event-triggered online algorithms with full-information feedback. Finally, a numerical example is provided to verify the theoretical results.
Comment: 34 pages, 4 figures. arXiv admin note: text overlap with arXiv:2311.01957
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2406.14060
رقم الأكسشن: edsarx.2406.14060
قاعدة البيانات: arXiv