Online Convex Optimization With Time-Varying Constraints and Bandit Feedback

Xuanyu Cao; K. J. Ray Liu

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Online Convex Optimization With Time-Varying Constraints and Bandit Feedback

机译：具有时变约束和强盗反馈的在线凸优化

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摘要

In this paper, online convex optimization problem with time-varying constraints is studied from the perspective of an agent taking sequential actions. Both the objective function and the constraint functions are dynamic and unknow...

机译：本文从具有顺序动作的主体角度出发，研究了具有时变约束的在线凸优化问题。目标函数和约束函数都是动态且未知的。

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《IEEE Transactions on Automatic Control》 |2019年第7期|2665-2680|共16页
作者
Xuanyu Cao; K. J. Ray Liu;
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作者单位

Department of Electrical Engineering Princeton University Princeton NJ USA;

Department of Electrical and Computer Engineering University of Maryland College Park MD USA;

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正文语种 eng
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关键词
Heuristic algorithms; Benchmark testing; Optimization; Renewable energy sources; Linear programming; Convex functions; Signal processing algorithms;

机译：启发式算法;基准测试;优化;可再生能源;线性规划;凸函数;信号处理算法;

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专利

1. Improved Regret Guarantees for Online Smooth Convex Optimization with Bandit Feedback [J] . Ambuj Tewari, Ankan Saha JMLR: Workshop and Conference Proceedings . 2011,第2011期

机译：改进后悔保证，可通过Bandit反馈进行在线平滑凸优化
2. Online Primal-Dual Methods With Measurement Feedback for Time-Varying Convex Optimization [J] . Bernstein Andrey, DallAnese Emiliano, Simonetto Andrea IEEE Transactions on Signal Processing . 2019,第8期

机译：具有测量反馈的在线原始对偶方法用于时变凸优化
3. Online Primal-Dual Methods With Measurement Feedback for Time-Varying Convex Optimization [J] . Bernstein Andrey, DallAnese Emiliano, Simonetto Andrea IEEE Transactions on Signal Processing . 2019,第8期

机译：具有测量反馈的在线原始双向方法，用于时变凸优化
4. On the Time-Varying Constraints and Bandit Feedback of Online Convex Optimization [C] . Xuanyu Cao, K. J. Ray Liu IEEE International Conference on Communications . 2018

机译：在线凸优化的时变约束和强盗反馈
5. Efficient Online Learning with Bandit Feedback [D] . Liu, Fang. 2020

机译：高效在线学习与强盗反馈
6. The Proximal Alternating Minimization Algorithm for Two-Block Separable Convex Optimization Problems with Linear Constraints [O] . Sandy Bitterlich, Radu Ioan Boţ, Ernö Robert Csetnek, -1

机译：线性约束两块可分离凸优化问题的近交交替最小化算法
7. Online Primal-Dual Methods With Measurement Feedback for Time-Varying Convex Optimization [O] . Andrey Bernstein, Emiliano DallAnese, Andrea Simonetto 2019

机译：具有测量反馈的在线原始双向方法，用于时变凸优化

Online Convex Optimization With Time-Varying Constraints and Bandit Feedback

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