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cs.LG2024
Safe Online Convex Optimization with Multi-Point Feedback
Spencer Hutchinson, Mahnoosh Alizadeh
Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simul…
cs.LG2024
Optimistic Safety for Online Convex Optimization with Unknown Linear Constraints
Spencer Hutchinson, Tianyi Chen, Mahnoosh Alizadeh
We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an…