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To address the uncertainty in function types, recent progress in online convex optimization (OCO) has spurred the development of universal algorithms that simultaneously attain minimax rates for multiple types of convex functions. However,…

Machine Learning · Computer Science 2024-05-31 Wenhao Yang , Yibo Wang , Peng Zhao , Lijun Zhang

In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

Optimal allocation of resources across sub-units in the context of centralized decision-making systems such as bank branches or supermarket chains is a classical application of operations research and management science. In this paper, we…

Methodology · Statistics 2023-11-14 Sheng Dai , Natalia Kuosmanen , Timo Kuosmanen , Juuso Liesiö

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…

Machine Learning · Computer Science 2026-01-07 Subhamon Supantha , Abhishek Sinha

Control tuning and adaptation present a significant challenge to the usage of robots in diverse environments. It is often nontrivial to find a single set of control parameters by hand that work well across the broad array of environments…

Robotics · Computer Science 2024-11-06 Hersh Sanghvi , Spencer Folk , Camillo Jose Taylor

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

We study a bi-level online provisioning and scheduling problem motivated by network resource allocation, where provisioning decisions are made at a slow time scale while queue-/state-dependent scheduling is performed at a fast time scale.…

Machine Learning · Computer Science 2026-02-24 Jialei Liu , C. Emre Koksal , Ming Shi

We address the challenge of zeroth-order online convex optimization where the objective function's gradient exhibits sparsity, indicating that only a small number of dimensions possess non-zero gradients. Our aim is to leverage this…

We present the first theoretical guarantees for zero constraint violation in Online Convex Optimization (OCO) across all rounds, addressing dynamic constraint changes. Unlike existing approaches in constrained OCO, which allow for…

Machine Learning · Computer Science 2025-05-02 Bassel Hamoud , Ilnura Usmanova , Kfir Y. Levy

We study an online multi-task learning setting, in which instances of related tasks arrive sequentially, and are handled by task-specific online learners. We consider an algorithmic framework to model the relationship of these tasks via a…

Machine Learning · Computer Science 2017-02-10 Christoph Hirnschall , Adish Singla , Sebastian Tschiatschek , Andreas Krause

The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

Artificial Intelligence · Computer Science 2020-12-23 Nymisha Bandi , Theja Tulabandhula

Mobile-edge computation offloading (MECO) offloads intensive mobile computation to clouds located at the edges of cellular networks. Thereby, MECO is envisioned as a promising technique for prolonging the battery lives and enhancing the…

Information Theory · Computer Science 2016-04-12 Changsheng You , Kaibin Huang

Online Contention Resolution Schemes (OCRS's) represent a modern tool for selecting a subset of elements, subject to resource constraints, when the elements are presented to the algorithm sequentially. OCRS's have led to some of the…

Data Structures and Algorithms · Computer Science 2024-04-03 Calum MacRury , Will Ma , Nathaniel Grammel

Online feedback optimization (OFO) enables optimal steady-state operations of a physical system by employing an iterative optimization algorithm as a dynamic feedback controller. When the plant consists of several interconnected…

Optimization and Control · Mathematics 2024-09-13 Wenbin Wang , Zhiyu He , Giuseppe Belgioioso , Saverio Bolognani , Florian Dörfler

Many techniques for online optimization problems involve making decisions based solely on presently available information: fewer works take advantage of potential predictions. In this paper, we discuss the problem of online convex…

Optimization and Control · Mathematics 2019-02-04 Robert Ravier , Vahid Tarokh

This paper studies decentralized online convex optimization in a networked multi-agent system and proposes a novel algorithm, Learning-Augmented Decentralized Online optimization (LADO), for individual agents to select actions only based on…

Machine Learning · Computer Science 2024-10-21 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

The demand for real-time cloud applications has seen an unprecedented growth over the past decade. These applications require rapidly data transfer and fast computations. This paper considers a scenario where multiple IoT devices update…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-03 Abubakr Alabbasi , Vaneet Aggarwal

Mobile edge computing (MEC) is a promising paradigm to accommodate the increasingly prosperous delay-sensitive and computation-intensive applications in 5G systems. To achieve optimum computation performance in a dynamic MEC environment,…

Information Theory · Computer Science 2021-10-08 Xian Li , Liang Huang , Hui Wang , Suzhi Bi , Ying-Jun Angela Zhang

We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…

Machine Learning · Computer Science 2023-09-19 Uri Sherman , Tomer Koren
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