no code implementations • 18 Nov 2023 • Kamiar Asgari, Michael J. Neely
In the special case where there are no functional inequality constraints, our algorithm competes favorably with a recent nonsmooth projection-free method designed for constraint-free problems.
no code implementations • 18 Jul 2020 • Michael J. Neely
It makes online scheduling decisions at the start of each renewal frame based on this variable and on the observed task type.
no code implementations • NeurIPS 2017 • Hao Yu, Michael J. Neely, Xiaohan Wei
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i. i. d.
no code implementations • 8 Apr 2016 • Hao Yu, Michael J. Neely
That prior work proposes an algorithm to achieve $O(\sqrt{T})$ regret and $O(T^{3/4})$ constraint violations for general problems and another algorithm to achieve an $O(T^{2/3})$ bound for both regret and constraint violations when the constraint set can be described by a finite number of linear constraints.