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math.OC2022
Augmented Lagrangian Methods for Time-varying Constrained Online Convex Optimization
Haoyang Liu, Xiantao Xiao, Liwei Zhang
In this paper, we consider online convex optimization (OCO) with time-varying loss and constraint functions. Specifically, the decision maker chooses sequential decisions based onl…
math.OC2022
Regrets of Proximal Method of Multipliers for Online Non-convex Optimization with Long Term Constraints
Liwei Zhang, Haoyang Liu, Xiantao Xiao
The online optimization problem with non-convex loss functions over a closed convex set, coupled with a set of inequality (possibly non-convex) constraints is a challenging online…