Optimal Regularized Online Convex Allocation by Adaptive Re-Solving.
Wanteng MaYing CaoDanny H. K. TsangDong XiaPublished in: CoRR (2022)
Keyphrases
- piecewise linear
- optimal allocation
- risk minimization
- online learning
- globally optimal
- dynamic programming
- resource allocation
- optimal control
- adaptive threshold
- convex programming
- finding optimal
- multicommodity flow problems
- semi infinite programming
- linearly constrained
- optimal capacity
- bregman divergences
- quadratic programming
- optimal scheduling
- pareto optimal
- convex optimization
- linear programming
- worst case