Distributed Online Optimization on time-varying networks

dc.contributor.authorAkbari Varnousfaderani, Mohammad Jren
dc.contributor.departmentMathematics and Statisticsen
dc.contributor.supervisorGharesifard, Bahmanen
dc.contributor.supervisorLinder, Tamásen
dc.date2015-08-31 09:59:41.261
dc.degree.grantorQueen's University at Kingstonen
dc.descriptionThesis (Master, Mathematics & Statistics) -- Queen's University, 2015-08-31 09:59:41.261en
dc.description.abstractThis thesis introduces two classes of discrete-time distributed online optimization algorithms, with a group of agents which communicate over a network. At each time, a private convex objective function is revealed to each agent. In the next time step, each agent updates its state using its own objective function and the information gathered from its immediate in-neighbours at that time. We design algorithms distributed over the network topologies, which guarantee that the individual regret, the difference between the network cost incurred by the agent’s states estimation and the cost incurred by the best fixed choice, grows only sublinearly. One algorithm is based on gradient-flow, which provably works for a sequence of time-varying uniformly strongly connected graphs. The other one is based on Alternating Direction Method of Multipliers, which works on fixed undirected graphs and gives an explicit regret bound in terms of the size of the network. We implement the proposed algorithms on a sensor network and the results demonstrate the good performance for both algorithms.en
dc.relation.ispartofseriesCanadian thesesen
dc.rightsQueen's University's Thesis/Dissertation Non-Exclusive License for Deposit to QSpace and Library and Archives Canadaen
dc.rightsProQuest PhD and Master's Theses International Dissemination Agreementen
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dc.rightsThis publication is made available by the authority of the copyright owner solely for the purpose of private study and research and may not be copied or reproduced except as permitted by the copyright laws without written authority from the copyright owner.en
dc.subjectMulti-agent Systemsen
dc.subjectSensor Networksen
dc.subjectDistributed Optimizationen
dc.subjectSubgradient Algorithmen
dc.subjectMethod of Multipliersen
dc.subjectOnline Optimizationen
dc.titleDistributed Online Optimization on time-varying networksen
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