The Symmetry between Arms and Knapsacks: A Primal-Dual Approach for Bandits with Knapsacks.
Xiaocheng LiChunlin SunYinyu YePublished in: CoRR (2021)
Keyphrases
- primal dual
- knapsack problem
- linear programming
- interior point methods
- linear program
- linear programming problems
- affine scaling
- multi armed bandits
- convex optimization
- approximation algorithms
- variational inequalities
- algorithm for linear programming
- simplex algorithm
- convergence rate
- interior point algorithm
- semidefinite programming
- dynamic programming
- np hard
- simplex method
- saddle point
- interior point
- dual formulation
- optimal solution
- infeasible interior point
- convex programming
- duality gap
- optimization problems
- object recognition