Rahul Vaze

Lower Bound on the Cumulative Constrained Violation for the OGD+Projection algorithm for Constrained Online Convex Optimization (COCO)

Haricharan Balasundaram, Karthick Krishna Mahendran, Rahul Vaze

The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action $x_t \in \mathcal{X} \subset \mathbb{R}^d$, a convex loss function $f_t$ and a convex constraint function $g_t$ that drives the constraint $g_t(x)\le 0$ a…Read more