HIERARCHICAL ONLINE CONVEX OPTIMIZATION
A method for performing online convex optimization is provided. The method includes receiving, from two or more worker nodes, a local decision vector and local data corresponding to each of the two or more worker nodes. The method includes performing a multi-step gradient descent based on the local decision vector and the local data received from the two or more worker nodes. Performing the multi-step gradient descent includes determining a global decision vector and corresponding global information. The method includes sending, to each of the two or more worker nodes, the global decision vector and corresponding global information.