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相关论文: Periodic Updates for Constrained OCO with Applicat…

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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…

机器学习 · 计算机科学 2024-02-26 Ping Wu , Heyan Huang , Zhengyang Liu

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…

机器学习 · 计算机科学 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

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…

机器学习 · 计算机科学 2019-12-02 Yawei Zhao , Qian Zhao , Xingxing Zhang , En Zhu , Xinwang Liu , Jianping Yin

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.…

最优化与控制 · 数学 2024-06-17 Wentao Zhang , Yang Shi , Baoyong Zhang , Deming Yuan

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,…

信息论 · 计算机科学 2014-10-10 Panayotis Mertikopoulos , E. Veronica Belmega

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…

机器学习 · 计算机科学 2022-01-25 Dheeraj Baby , Yu-Xiang Wang

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…

机器学习 · 计算机科学 2021-06-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

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…

机器学习 · 计算机科学 2024-06-25 Yuanyu Wan , Lijun Zhang , Mingli Song

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…

机器学习 · 计算机科学 2023-10-19 Spandan Senapati , Rahul Vaze

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…

系统与控制 · 电气工程与系统科学 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

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…

网络与互联网体系结构 · 计算机科学 2021-01-19 Livia Elena Chatzieleftheriou , Apostolos Destounis , Georgios Paschos , Iordanis Koutsopoulos

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…

最优化与控制 · 数学 2017-02-20 Michael J. Neely , Hao Yu

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…

最优化与控制 · 数学 2025-08-14 Wentao Zhang , Baoyong Zhang , Deming Yuan , Shengyuan Xu , Vincent K. N. Lau

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…

信息论 · 计算机科学 2020-05-26 Xiufeng Huang , Sheng Zhou

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…

最优化与控制 · 数学 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

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…

最优化与控制 · 数学 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , Peter Richtárik

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…

最优化与控制 · 数学 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

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…

机器学习 · 计算机科学 2021-04-15 Peng Zhao , Lijun Zhang

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…

最优化与控制 · 数学 2018-05-23 Xiaohan Wei , Michael J. Neely