Smoothed online convex optimization in high dimensions via online balanced descent

N Chen, G Goel, A Wierman - Conference On Learning …, 2018 - proceedings.mlr.press
We study\emph {smoothed online convex optimization}, a version of online convex
optimization where the learner incurs a penalty for changing her actions between rounds …

Chasing convex bodies optimally

M Sellke - Geometric Aspects of Functional Analysis: Israel …, 2023 - Springer
In the chasing convex bodies problem, an online player receives a request sequence of N
convex sets K 1,…, KN contained in a normed space X of dimension d. The player starts at x …

Online optimization with predictions and non-convex losses

Y Lin, G Goel, A Wierman - Proceedings of the ACM on Measurement …, 2020 - dl.acm.org
We study online optimization in a setting where an online learner seeks to optimize a per-
round hitting cost, which may be non-convex, while incurring a movement cost when …

Chasing convex bodies with linear competitive ratio

CJ Argue, A Gupta, Z Tang, G Guruganesh - Journal of the ACM (JACM), 2021 - dl.acm.org
We study the problem of chasing convex bodies online: given a sequence of convex bodies
the algorithm must respond with points in an online fashion (ie, is chosen before is …

Revisiting smoothed online learning

L Zhang, W Jiang, S Lu, T Yang - Advances in Neural …, 2021 - proceedings.neurips.cc
In this paper, we revisit the problem of smoothed online learning, in which the online learner
suffers both a hitting cost and a switching cost, and target two performance metrics …

Thinking fast and slow: Optimization decomposition across timescales

G Goel, N Chen, A Wierman - ACM SIGMETRICS Performance …, 2017 - dl.acm.org
Many real-world control systems, such as the smart grid and software defined networks,
have decentralized components that react quickly using local information and centralized …

Competitively chasing convex bodies

S Bubeck, YT Lee, Y Li, M Sellke - Proceedings of the 51st Annual ACM …, 2019 - dl.acm.org
Let F be a family of sets in some metric space. In the F-chasing problem, an online algorithm
observes a request sequence of sets in F and responds (online) by giving a sequence of …

A nearly-linear bound for chasing nested convex bodies

CJ Argue, S Bubeck, MB Cohen, A Gupta… - Proceedings of the Thirtieth …, 2019 - SIAM
Friedman and Linial [8] introduced the convex body chasing problem to explore the interplay
between geometry and competitive ratio in metrical task systems. In convex body chasing, at …

Online adversarial stabilization of unknown networked systems

J Yu, D Ho, A Wierman - Proceedings of the ACM on Measurement and …, 2023 - dl.acm.org
We investigate the problem of stabilizing an unknown networked linear system under
communication constraints and adversarial disturbances. We propose the first provably …

Competitive online optimization under inventory constraints

Q Lin, H Yi, J Pang, M Chen, A Wierman… - Proceedings of the …, 2019 - dl.acm.org
This paper studies online optimization under inventory (budget) constraints. While online
optimization is a well-studied topic, versions with inventory constraints have proven difficult …