Search Results for author: Michael J. Neely

Found 4 papers, 0 papers with code

Nonsmooth Projection-Free Optimization with Functional Constraints

no code implementations18 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.

Fast Learning for Renewal Optimization in Online Task Scheduling

no code implementations18 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.

Scheduling

Online Convex Optimization with Stochastic Constraints

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.

Scheduling

A Low Complexity Algorithm with $O(\sqrt{T})$ Regret and $O(1)$ Constraint Violations for Online Convex Optimization with Long Term Constraints

no code implementations8 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.

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