5 citations · 14 across the 29 of their papers we have counts for
3 papers · 1 filter
Online Convex Optimization with Binary Constraints
Antoine Lesage-Landry, Joshua A. Taylor, Duncan S. Callaway
We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dy…
Dynamic and Distributed Online Convex Optimization for Demand Response of Commercial Buildings
Antoine Lesage-Landry, Duncan S. Callaway
We extend the regret analysis of the online distributed weighted dual averaging (DWDA) algorithm [1] to the dynamic setting and provide the tightest dynamic regret bound known to d…
Second-order Online Nonconvex Optimization
Antoine Lesage-Landry, Joshua A. Taylor, Iman Shames
We present the online Newton's method, a single-step second-order method for online nonconvex optimization. We analyze its performance and obtain a dynamic regret bound that is lin…