Distributed Online Optimization in Time-Varying Unbalanced Networks without Explicit Subgradients

• Published in: arXiv.org
• Main Authors: Xiong, Yongyang, Li, Xiang, You, Keyou, Wu, Ligang
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 23.02.2022
• Subjects: Algorithms; Convergence; Graph theory; Mathematics - Optimization and Control; Optimization; Signal reconstruction; Tracking; Tracking problem

This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online algorithm with a local randomized zeroth-order oracle and t...