arXiv:2602.10452math.OCcs.LG2026-02被引 2

分布式在线优化新算法,突破约束违反率瓶颈

Distributed Online Convex Optimization with Nonseparable Costs and Constraints

  • 设计信念共识机制,通过共享全局决策信念替代局部动作传递
  • 实现 regret 与累积约束违反均达 O(T^{1/2}),突破旧有 O(T^{3/4}) 上界
  • 适合网络化系统中需协同优化且约束耦合的场景,如智能电网

本文研究具有时变耦合约束的分布式在线凸优化,源于网络系统的分布式在线控制需求。现有工作多假设目标函数与约束可分离:全局目标和约束为局部代价与个体约束之和。本文考虑一组通过通信图连接的智能体,共同选择动作以最小化一系列不可分离的全局代价函数,并满足不可分离的长期约束,基于全信息反馈和智能体内通信。提出一种分布式在线原始对偶信念共识算法,每个智能体维护并更新对全局集体决策的本地信念,反复与邻居交换。不同于以往在可分性假设下仅传递本地决策的共识算法,本方法通过信念共享消除原始共识偏差与对偶约束违反间的耦合,实现后悔值与累积约束违反(CCV)均为 O(T^{1/2}) 的界,其中 T 为时间跨度。该结果打破长期存在的 CCV O(T^{3/4}) 上界,达到在线约束凸优化的理论下界,表明学习效率已至极限,代价是通信开销增加。

原文摘要 · Abstract (English)

This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled constraint functions are sums of local costs and individual constraints. In contrast, we study a group of agents, networked via a communication graph, that collectively select actions to minimize a sequence of nonseparable global cost functions and to satisfy nonseparable long-term constraints based on full-information feedback and intra-agent communication. We propose a distributed online primal-dual belief consensus algorithm, where each agent maintains and updates a local belief of the global collective decisions, which are repeatedly exchanged with neighboring agents. Unlike the previous consensus primal-dual algorithms under separability that ask agents to only communicate their local decisions, our belief-sharing protocol eliminates coupling between the primal consensus disagreement and the dual constraint violation, yielding sublinear regret and cumulative constraint violation (CCV) bounds, both in $O({T}^{1/2})$, where $T$ denotes the time horizon. Such a result breaks the long-standing $O(T^{3/4})$ barrier for CCV and matches the lower bound of online constrained convex optimization, indicating the online learning efficiency at the cost of communication overhead.

分布式优化在线学习约束优化共识算法

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