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ORL
2007

Linear programming with online learning

13 years 4 months ago
Linear programming with online learning
We propose online decision strategies for time-dependent sequences of linear programs which use no distributional and minimal geometric assumptions about the data. These strategies are obtained through Vovk’s aggregating algorithm which combines recommendations from a given strategy pool. We establish an averageperformance bound for the resulting solution sequence.
Tatsiana Levina, Yuri Levin, Jeff McGill, Mikhail
Added 27 Dec 2010
Updated 27 Dec 2010
Type Journal
Year 2007
Where ORL
Authors Tatsiana Levina, Yuri Levin, Jeff McGill, Mikhail Nediak
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