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math.OC2023
Projection-Free Online Convex Optimization with Stochastic Constraints
Duksang Lee, Nam Ho-Nguyen, Dabeen Lee
This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take a…
math.OC2022
Non-Smooth, Hölder-Smooth, and Robust Submodular Maximization
Duksang Lee, Nam Ho-Nguyen, Dabeen Lee
We study the problem of maximizing a continuous DR-submodular function that is not necessarily smooth. We prove that the continuous greedy algorithm achieves an $[(1-1/e)\OPT-ε]$ g…