A Low Complexity Algorithm with $O(\sqrt{T})$ Regret and $O(1)$ Constraint Violations for Online Convex Optimization with Long Term Constraints
From MaRDI portal
Publication:4969032
zbMath1497.68582arXiv1604.02218MaRDI QIDQ4969032
No author found.
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1604.02218
regret boundslow complexityonline convex optimizationconstraint violation boundslong-term constraints
Related Items (2)
Dynamic online convex optimization with long-term constraints via virtual queue ⋮ An online convex optimization-based framework for convex bilevel optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A tutorial on geometric programming
- Maximally representative allocations for guaranteed delivery advertising campaigns
- Stochastic Network Optimization with Application to Communication and Queueing Systems
- Online Learning and Online Convex Optimization
- Logarithmic Regret Algorithms for Online Convex Optimization
- Prediction, Learning, and Games
- A Simple Parallel Algorithm with an $O(1/t)$ Convergence Rate for General Convex Programs
This page was built for publication: A Low Complexity Algorithm with $O(\sqrt{T})$ Regret and $O(1)$ Constraint Violations for Online Convex Optimization with Long Term Constraints
