20 search results - page 1 / 4 » A 2-Competitive Algorithm For Online Convex Optimization Wit... |
CDC
2010
IEEE
12 years 12 months ago
2010
IEEE
Online Convex Programming (OCP) is a recently developed model of sequential decision-making in the presence of time-varying uncertainty. In this framework, a decisionmaker selects ...
CDC
2010
IEEE
12 years 12 months ago
2010
IEEE
This paper considers a real-time algorithm for performance optimization of switched-mode hybrid dynamical systems. The controlled parameter consists of the switching times between ...
COLT
2006
Springer
13 years 8 months ago
2006
Springer
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
CORR
2004
Springer
13 years 4 months ago
2004
Springer
We study a general online convex optimization problem. We have a convex set S and an unknown sequence of cost functions c1, c2, . . . , and in each period, we choose a feasible po...
ICML
2003
IEEE
14 years 5 months ago
2003
IEEE
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...