Online convex optimization with time-varying constraints and bandit feedback

X Cao, KJR Liu - IEEE Transactions on automatic control, 2018 - ieeexplore.ieee.org
In this paper, online convex optimization problem with time-varying constraints is studied
from the perspective of an agent taking sequential actions. Both the objective function and …

Online optimization with predictions and switching costs: Fast algorithms and the fundamental limit

Y Li, G Qu, N Li - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
This article considers online optimization with a finite prediction window of cost functions
and additional switching costs on the decisions. We study the fundamental limits of dynamic …

Distributed bandit online convex optimization with time-varying coupled inequality constraints

X Yi, X Li, T Yang, L Xie, T Chai… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
Distributed bandit online convex optimization with time-varying coupled inequality
constraints is considered, motivated by a repeated game between a group of learners and …

Online optimal control with affine constraints

Y Li, S Das, N Li - Proceedings of the AAAI Conference on Artificial …, 2021 - ojs.aaai.org
This paper considers online optimal control with affine constraints on the states and actions
under linear dynamics with bounded random disturbances. The system dynamics and …

Online optimal control with linear dynamics and predictions: Algorithms and regret analysis

Y Li, X Chen, N Li - Advances in Neural Information …, 2019 - proceedings.neurips.cc
This paper studies the online optimal control problem with time-varying convex stage costs
for a time-invariant linear dynamical system, where a finite lookahead window of accurate …

Online optimization in dynamic environments: Improved regret rates for strongly convex problems

A Mokhtari, S Shahrampour… - 2016 IEEE 55th …, 2016 - ieeexplore.ieee.org
In this paper, we address tracking of a time-varying parameter with unknown dynamics. We
formalize the problem as an instance of online optimization in a dynamic setting. Using …

Distributed online optimization with long-term constraints

D Yuan, A Proutiere, G Shi - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
In this article, we consider distributed online convex optimization problems, where the
distributed system consists of various computing units connected through a time-varying …

Decentralized online convex optimization with feedback delays

X Cao, T Başar - IEEE Transactions on Automatic Control, 2021 - ieeexplore.ieee.org
In online decision making, feedback delays often arise due to the latency caused by
computation and communication in practical systems. In this article, we study decentralized …

Delay-tolerant online convex optimization: Unified analysis and adaptive-gradient algorithms

P Joulani, A Gyorgy, C Szepesvári - … of the AAAI Conference on Artificial …, 2016 - ojs.aaai.org
We present a unified, black-box-style method for developing and analyzing online convex
optimization (OCO) algorithms for full-information online learning in delayed-feedback …

Regret and cumulative constraint violation analysis for online convex optimization with long term constraints

X Yi, X Li, T Yang, L Xie, T Chai… - … on machine learning, 2021 - proceedings.mlr.press
This paper considers online convex optimization with long term constraints, where
constraints can be violated in intermediate rounds, but need to be satisfied in the long run …