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 …

A low complexity algorithm with O (√ T) regret and O (1) constraint violations for online convex optimization with long term constraints

H Yu, MJ Neely - Journal of Machine Learning Research, 2020 - jmlr.org
This paper considers online convex optimization over a complicated constraint set, which
typically consists of multiple functional constraints and a set constraint. The conventional …

Adaptive algorithms for online convex optimization with long-term constraints

R Jenatton, J Huang… - … Conference on Machine …, 2016 - proceedings.mlr.press
We present an adaptive online gradient descent algorithm to solve online convex
optimization problems with long-term constraints, which are constraints that need to be …

Online convex optimization for cumulative constraints

J Yuan, A Lamperski - Advances in Neural Information …, 2018 - proceedings.neurips.cc
We propose the algorithms for online convex optimization which lead to cumulative squared
constraint violations of the form $\sum\limits_ {t= 1}^ T\big ([g (x_t)] _+\big)^ 2= O (T^{1 …

[PDF][PDF] Trading regret for efficiency: online convex optimization with long term constraints

M Mahdavi, R Jin, T Yang - The Journal of Machine Learning Research, 2012 - jmlr.org
In this paper we propose efficient algorithms for solving constrained online convex
optimization problems. Our motivation stems from the observation that most algorithms …

Online convex optimization with hard constraints: Towards the best of two worlds and beyond

H Guo, X Liu, H Wei, L Ying - Advances in Neural …, 2022 - proceedings.neurips.cc
This paper considers online convex optimization with hard constraints and analyzes
achievable regret and cumulative hard constraint violation (violation for short). The problem …

Simultaneously achieving sublinear regret and constraint violations for online convex optimization with time-varying constraints

Q Liu, W Wu, L Huang, Z Fang - ACM SIGMETRICS Performance …, 2022 - dl.acm.org
Simultaneously Achieving Sublinear Regret and Constraint Violations for Online Convex
Optimization with Time-varying Constraints Page 1 Simultaneously Achieving Sublinear Regret …

Adaptivity and non-stationarity: Problem-dependent dynamic regret for online convex optimization

P Zhao, YJ Zhang, L Zhang, ZH Zhou - Journal of Machine Learning …, 2024 - jmlr.org
We investigate online convex optimization in non-stationary environments and choose
dynamic regret as the performance measure, defined as the difference between cumulative …

Safe online convex optimization with unknown linear safety constraints

S Chaudhary, D Kalathil - Proceedings of the AAAI Conference on …, 2022 - ojs.aaai.org
We study the problem of safe online convex optimization, where the action at each time step
must satisfy a set of linear safety constraints. The goal is to select a sequence of actions to …

Adaptive bound optimization for online convex optimization

HB McMahan, M Streeter - arXiv preprint arXiv:1002.4908, 2010 - arxiv.org
We introduce a new online convex optimization algorithm that adaptively chooses its
regularization function based on the loss functions observed so far. This is in contrast to …