An Asymptotically Optimal Primal-Dual Incremental Algorithm for Contextual Linear Bandits.
Andrea TirinzoniMatteo PirottaMarcello RestelliAlessandro LazaricPublished in: NeurIPS (2020)
Keyphrases
- asymptotically optimal
- primal dual
- linear programming
- affine scaling
- asymptotic optimality
- interior point methods
- linear program
- convex optimization
- approximation algorithms
- linear programming problems
- interior point algorithm
- simplex algorithm
- variational inequalities
- algorithm for linear programming
- interior point
- semidefinite programming
- convergence rate
- arrival rate
- semidefinite
- quadratic programming
- call center
- simplex method
- linear systems
- saddle point
- sufficient conditions
- machine learning