Augmented Lagrangian Methods for Time-Varying Constrained Online Convex Optimization

Author:

Liu Hao-Yang,Xiao Xian-TaoORCID,Zhang Li-Wei

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research

Reference36 articles.

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3. Hoi, S.C.H., Sahoo, D., Lu, J., Zhao, P.: Online learning: a comprehensive survey. Neurocomputing 459, 249–289 (2021)

4. Zinkevich, M.: Online convex programming and generalized infinitesimal gradient ascent. In: Proceedings of the 20th International Conference on Machine Learning, pp. 928–935 (2003)

5. Hazan, E., Agarwal, A., Kale, S.: Logarithmic regret algorithms for online convex optimization. Mach. Learn. 69, 169–192 (2007)

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