Taming Wild Price Fluctuations: Monotone Stochastic Convex Optimization with Bandit Feedback.

Jad Salem Swati Gupta Vijay Kamble

Published in: CoRR (2021)

Keyphrases

convex optimization
interior point methods
low rank
primal dual
submodular functions
total variation
convex relaxation
convex formulation
regret bounds
convex optimization problems
multiresolution
upper bound
augmented lagrangian
semi definite programming
basis pursuit
semidefinite program