Simultaneously Achieving Sublinear Regret and Constraint Violations for Online Convex Optimization with Time-varying Constraints.
Qingsong LiuWenfei WuLongbo HuangZhixuan FangPublished in: SIGMETRICS Perform. Evaluation Rev. (2022)
Keyphrases
- constraint violations
- online convex optimization
- online learning
- hard constraints
- long run
- soft constraints
- newton method
- convex optimization
- temporal constraints
- cost function
- multiple criteria
- loss function
- constraint programming
- constraint satisfaction
- constraint satisfaction problems
- efficient algorithms for solving
- e learning
- regret bounds
- linear programming
- least squares