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Simultaneously Achieving Sublinear Regret and Constraint Violations for Online Convex Optimization with Time-varying Constraints.
Qingsong Liu
Wenfei Wu
Longbo Huang
Zhixuan Fang
Published in:
CoRR (2021)
Keyphrases
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constraint violations
online convex optimization
online learning
long run
hard constraints
temporal constraints
convex optimization
soft constraints
multiple criteria
newton method
cost function
constraint satisfaction
regret bounds
search algorithm
temporal reasoning
convergence analysis
loss function