Related papers: Online Convex Optimization with Switching Cost and…
We introduce and study a family of online metric problems with long-term constraints. In these problems, an online player makes decisions $\mathbf{x}_t$ in a metric space $(X,d)$ to simultaneously minimize their hitting cost…
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…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…
In this work we address the problem of convex optimization in a multi-agent setting where the objective is to minimize the mean of local cost functions whose derivatives are not available (e.g. black-box models). Moreover agents can only…
We revisit the challenge of designing online algorithms for the bandit convex optimization problem (BCO) which are also scalable to high dimensional problems. Hence, we consider algorithms that are \textit{projection-free}, i.e., based on…
In this article, we consider the problem of unconstrained time-varying convex optimization, where the cost function changes with time. We provide an in-depth technical analysis of the problem and argue why freezing the cost at each time…
In online convex optimization, some efficient algorithms have been designed for each of the individual classes of objective functions, e.g., convex, strongly convex, and exp-concave. However, existing regret analyses, including those of…
In the online hypergraph matching problem, hyperedges of size $k$ over a common ground set arrive online in adversarial order. The goal is to obtain a maximum matching (disjoint set of hyperedges). A na\"ive greedy algorithm for this…
Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…
We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…
We revisit the online Unit Covering problem in higher dimensions: Given a set of $n$ points in $\mathbb{R}^d$, that arrive one by one, cover the points by balls of unit radius, so as to minimize the number of balls used. In this paper, we…
We study online competitive algorithms for the \emph{line chasing problem} in Euclidean spaces $\reals^d$, where the input consists of an initial point $P_0$ and a sequence of lines $X_1,X_2,...,X_m$, revealed one at a time. At each step…
We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…
In the era of the big data, we create and collect lots of data from all different kinds of sources: the Internet, the sensors, the consumer market, and so on. Many of the data are coming sequentially, and would like to be processed and…
Online learning with limited information feedback (bandit) tries to solve the problem where an online learner receives partial feedback information from the environment in the course of learning. Under this setting, Flaxman et al.[8]…
In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…
We study online convex optimization with switching costs, a practically important but also extremely challenging problem due to the lack of complete offline information. By tapping into the power of machine learning (ML) based optimizers,…
This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…
In this paper, we consider algorithms with integral action for solving online optimization problems characterized by quadratic cost functions with a time-varying optimal point described by an $(n-1)$th order polynomial. Using a version of…