Related papers: Beyond Online Balanced Descent: An Optimal Algorit…
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 constraints are assumed to be known and time-invariant but the…
In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…
In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the…
This paper addresses safe distributed online optimization over an unknown set of linear safety constraints. A network of agents aims at jointly minimizing a global, time-varying function, which is only partially observable to each…
We introduce \textsc{$k$-lazyGD}, an online learning algorithm that bridges the gap between greedy Online Gradient Descent (OGD, for $k{=}1$) and lazy GD/dual-averaging (for $k{=}T$), creating a spectrum between reactive and stable updates.…
Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…
In today's online advertising markets, a crucial requirement for an advertiser is to control her total expenditure within a time horizon under some budget. Among various budget control methods, throttling has emerged as a popular choice,…
Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…
In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…
We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…
In this paper, we investigate an online prediction strategy named as Discounted-Normal-Predictor (Kapralov and Panigrahy, 2010) for smoothed online convex optimization (SOCO), in which the learner needs to minimize not only the hitting cost…
Makespan minimization on identical machines is a fundamental problem in online scheduling. The goal is to assign a sequence of jobs to $m$ identical parallel machines so as to minimize the maximum completion time of any job. Already in the…
Hoffman's classical result gives a bound on the distance of a point from a convex and compact polytope in terms of the magnitude of violation of the constraints. Recently, several results showed that Hoffman's bound can be used to derive…
In the problem of online unweighted interval selection, the objective is to maximize the number of non-conflicting intervals accepted by the algorithm. In the conventional online model of irrevocable decisions, there is an Omega(n) lower…
We propose the algorithms for online convex optimization which lead to cumulative squared constraint violations of the form $\sum\limits_{t=1}^T\big([g(x_t)]_+\big)^2=O(T^{1-\beta})$, where $\beta\in(0,1)$. Previous literature has focused…
Resource allocation in distributed and networked systems such as the Cloud is becoming increasingly flexible, allowing these systems to dynamically adjust toward the workloads they serve, in a demand-aware manner. Online balanced…
In the classic online graph balancing problem, edges arrive sequentially and must be oriented immediately upon arrival, to minimize the maximum in-degree. For adversarial arrivals, the natural greedy algorithm is $O(\log n)$-competitive,…
Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…