A Class of Distributed Online Aggregative Optimization in Unknown Dynamic Environment

Abstract

This paper considers a class of distributed online aggregative optimization problems over an undirected and connected network. It takes into account an unknown dynamic environment and some aggregation functions, which is different from the problem formulation of the existing approach, making the aggregative optimization problem more challenging. A distributed online optimization algorithm is designed for the considered problem via the mirror descent algorithm and the distributed average tracking method. In particular, the dynamic environment and the gradient are estimated by the averaged tracking methods, and then an online optimization algorithm is designed via a dynamic mirror descent method. It is shown that the dynamic regret is bounded in the order of O(T). Finally, the effectiveness of the designed algorithm is verified by some simulations of cooperative control of a multi-robot system.