arxivmath.OCcs.LG2026-07-21
Online Optimization of Difference-of-Convex Compositions with Smooth Mappings
Jingwei Ji, Jong-Shi Pang, Renyuan Xu
We study online optimization for a broad class of structured non-convex non-smooth problems where each loss is a composition of a difference-of-convex function with a smooth mapping, and the feasible region is defined by constraint functions of the same kind. We propose a time-sm…