带噪声通信的分布式约束在线优化

Yupei Yang, Yifan Song, Shaofu Yang
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引用次数: 2

摘要

本文通过一组协作智能体来研究具有时变耦合约束的分布式在线优化问题。agent间的通信受到噪声的干扰。采用原始对偶镜像下降法,提出了一种带噪声通信的分布式在线算法。利用噪声的界,我们得到了动态遗憾估计和约束违反估计,它们反映了通信噪声的影响。然后,通过选择一定的递减步长,从理论上证明了在最优决策序列变化缓慢且噪声衰减的情况下,动态后悔和约束违反是次线性增长的。最后通过数值算例对理论结果进行了验证。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Distributed Constrained Online Optimization with Noisy Communication
This paper addresses distributed online optimization problems with time-varying coupled constraints via a group of cooperative agents. The communication among agents suffers from disturbance of noise. By employing primal-dual mirror descent method, we propose a distributed online algorithm with noisy communication for solving such problems. By using the bound of noise, we obtain estimations on both dynamic regret and constraint violation, which depict the effect of communication noise. Then, by choosing certain diminishing step sizes, we theoretically prove that the dynamic regret and constraint violation grow sublinearly, provided that the optimal decision sequence varies slowly and the noise is attenuated. Finally, theoretical results is substantiated by a numerical example.
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