Related papers: Distributed Online Optimization with Long-Term Con…
This paper proposes a modular approach that combines the online convex optimization framework and reference governors to solve a constrained control problem featuring time-varying and a priori unknown cost functions. Compared to existing…
Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…
We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
To accommodate low latency and computation-intensive services, such as the Internet-of-Things (IoT), 5G networks are expected to have cloud and edge computing capabilities. To this end, we consider a generic network setup where devices,…
We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered…
In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…
This paper studies the decentralized online convex optimization problem for heterogeneous linear multi-agent systems. Agents have access to their time-varying local cost functions related to their own outputs, and there are also…
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 minimize the regret without violating the safety…
This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…
We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…
We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…
This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…
We investigate constrained online convex optimization, in which decisions must belong to a fixed and typically complicated domain, and are required to approximately satisfy additional time-varying constraints over the long term. In this…
A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…
We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…
In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…
We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with…