Distributed online constrained convex optimization with event-triggered communication

Abstract

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide loss over time. To reduce communication overhead between the agents, we propose a distributed event-triggered online primal–dual algorithm over a time-varying directed graph. With several classes of appropriately chose decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. Finally, a numerical simulation example is provided to verify the theoretical results.