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math.OC2024
Online Distributed Optimization with Clipped Stochastic Gradients: High Probability Bound of Regrets
Yuchen Yang, Kaihong Lu, Long Wang
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the…
math.OC2023
Quantized Distributed Online Projection-free Convex Optimization
Wentao Zhang, Yang Shi, Baoyong Zhang +2
This paper considers online distributed convex constrained optimization over a time-varying multi-agent network. Agents in this network cooperate to minimize the global objective f…
math.OC2020
Online distributed algorithms for seeking generalized Nash equilibria in dynamic environments
Kaihong Lu, Guangqi Li, Long Wang
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its…