The Symmetry between Arms and Knapsacks: A Primal-Dual Approach for Bandits with Knapsacks.
Xiaocheng LiChunlin SunYinyu YePublished in: ICML (2021)
Keyphrases
- primal dual
- knapsack problem
- linear programming
- linear program
- multi armed bandits
- affine scaling
- interior point methods
- convex optimization
- linear programming problems
- approximation algorithms
- algorithm for linear programming
- convergence rate
- variational inequalities
- simplex algorithm
- duality gap
- semidefinite programming
- interior point algorithm
- convex programming
- quadratic programming
- simplex method
- convex functions
- interior point
- valid inequalities
- saddle point
- convex constraints
- lower bound
- np hard
- special case
- multiresolution
- pairwise