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Disturbance rejection in high-precision control applications can be significantly improved upon via online convex optimization (OCO). This includes classical techniques such as recursive least squares (RLS) and more recent, regret-based…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Joyce Lai , Peter Seiler

Distributed online convex optimization (D-OCO) is a powerful paradigm for modeling distributed scenarios with streaming data. However, the communication cost between local learners and the central server is substantial in large-scale…

Machine Learning · Computer Science 2026-04-13 Sifan Yang , Dan-Yue Li , Lijun Zhang

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…

Information Theory · Computer Science 2021-08-17 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are…

Optimization and Control · Mathematics 2020-12-11 Antoine Lesage-Landry , Joshua A. Taylor

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

Optimization and Control · Mathematics 2019-06-04 Víctor Valls , George Iosifidis , Douglas J. Leith , Leandros Tassiulas

Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated…

Machine Learning · Computer Science 2024-04-02 Raunak Kumar , Sarah Dean , Robert Kleinberg

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

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…

Machine Learning · Computer Science 2024-10-29 Abhishek Sinha , Rahul Vaze

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

Machine Learning · Computer Science 2024-01-09 Tareq Si Salem , Gözde Özcan , Iasonas Nikolaou , Evimaria Terzi , Stratis Ioannidis

We focus on the realistic maximization of the uplink minimum signal-to-interference-plus-noise ratio (SINR) of a general multiple-input single-output (MISO) system assisted by an intelligent reflecting surface (IRS) in the large system…

Information Theory · Computer Science 2021-07-07 Anastasios Papazafeiropoulos , Cunhua Pan , Ahmet Elbir , Van Nguyen , Pandelis Kourtessis , Symeon Chatzinotas

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…

Machine Learning · Computer Science 2024-02-26 Ping Wu , Heyan Huang , Zhengyang Liu

We consider the problem of Online Convex Optimization (OCO) with two-point bandit feedback. In this setting, a player attempts to minimize a sequence of adversarially generated convex loss functions, while only observing the value of each…

Machine Learning · Computer Science 2026-04-07 Haishan Ye

The constrained version of the standard online convex optimization (OCO) framework, called COCO is considered, where on every round, a convex cost function and a convex constraint function are revealed to the learner after it chooses the…

Machine Learning · Computer Science 2025-02-11 Rahul Vaze , Abhishek Sinha

Accurate channel impulse response (CIR) is required for coherent detection and it can also help improve communication quality of service in next-generation wireless communication systems. One of the advanced systems is multi-input…

Information Theory · Computer Science 2013-02-07 Guan Gui , Wei Peng , Fumiyuki Adachi

We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted…

Machine Learning · Computer Science 2019-09-24 Kwang-Sung Jun , Francesco Orabona

A well-studied generalization of the standard online convex optimization (OCO) is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the learner…

Machine Learning · Computer Science 2024-05-16 Abhishek Sinha , Rahul Vaze

We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

Optimization and Control · Mathematics 2022-11-17 Marko Nonhoff , Matthias A. Müller

This paper studies online convex optimization with unknown linear budget constraints, where only the gradient information of the objective and the bandit feedback of constraint functions are observed. We propose a safe and efficient…

Optimization and Control · Mathematics 2025-03-10 Shanqi Liu , Xin Liu

We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…

Machine Learning · Computer Science 2026-03-30 Dhruv Sarkar , Aprameyo Chakrabartty , Subhamon Supantha , Palash Dey , Abhishek Sinha