Robust Online Mirror Saddle-Point Method For Constrained Resource Allocation

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Robust Online Mirror Saddle-Point Method For Constrained Resource Allocation


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Robust Online Mirror Saddle-Point Method For Constrained Resource Allocation

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Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint violations on other
Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint violations on other