Related papers: Periodic Updates for Constrained OCO with Applicat…
In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…
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 online gradient descent, we propose a method that sequentially…
As a metric to measure the performance of an online method, dynamic regret with switching cost has drawn much attention for online decision making problems. Although the sublinear regret has been provided in many previous researches, we…
In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…
In this paper, we examine cognitive radio systems that evolve dynamically over time due to changing user and environmental conditions. To combine the advantages of orthogonal frequency division multiplexing (OFDM) and multiple-input,…
We study the framework of universal dynamic regret minimization with strongly convex losses. We answer an open problem in Baby and Wang 2021 by showing that in a proper learning setup, Strongly Adaptive algorithms can achieve the near…
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. The cumulative constraint violation is used as the metric to…
To deal with non-stationary online problems with complex constraints, we investigate the dynamic regret of online Frank-Wolfe (OFW), which is an efficient projection-free algorithm for online convex optimization. It is well-known that in…
We consider the online convex optimization (OCO) problem with quadratic and linear switching cost in the limited information setting, where an online algorithm can choose its action using only gradient information about the previous…
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…
We learn optimal user association policies for traffic from different locations to Access Points(APs), in the presence of unknown dynamic traffic demand. We aim at minimizing a broad family of $\alpha$-fair cost functions that express…
This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…
This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…
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…
Implementing machine learning algorithms on Internet of things (IoT) devices has become essential for emerging applications, such as autonomous driving, environment monitoring. But the limitations of computation capability and energy…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
In this paper, we present an improved analysis for dynamic regret of strongly convex and smooth functions. Specifically, we investigate the Online Multiple Gradient Descent (OMGD) algorithm proposed by Zhang et al. (2017). The original…
This paper considers optimization over multiple renewal systems coupled by time average constraints. These systems act asynchronously over variable length frames. For each system, at the beginning of each renewal frame, it chooses an action…