A Low Complexity Algorithm with O(√T) Regret and O(1) Constraint Violations for Online Convex Optimization with Long Term Constraints.
Hao YuMichael J. NeelyPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- constraint violations
- online convex optimization
- online learning
- long run
- hard constraints
- temporal constraints
- convex optimization
- soft constraints
- multiple criteria
- newton method
- lower bound
- cost function
- regret bounds
- graph cuts
- constraint satisfaction problems
- optimization algorithm
- e learning
- constraint propagation
- multi objective
- active learning
- reinforcement learning