Title
Dynamic online convex optimization with long-term constraints via virtual queue
Abstract
In this paper, we investigate the online convex optimization (OCO) with long-term constraints which is widely used in various resource allocations and recommendation systems. Different from the most existing works, our work adopts a dynamic benchmark to analyze the optimization performance since the dynamic benchmark is more common than the static benchmark in practical applications. Moreover, compared with many constrained OCO works ignoring the Slater condition, we study the effect of the Slater condition on the constraint violation bounds and obtain the better performance of the constraint violations when the Slater condition holds. More importantly, we propose a novel iterative optimization algorithm based on the virtual queues to achieve sublinear regret and constraint violations. Finally, we apply our dynamic OCO model to a resource allocation problem in cloud computing and the results of the experiments validate the effectiveness of our algorithm.
Year
DOI
Venue
2021
10.1016/j.ins.2021.06.072
Information Sciences
Keywords
DocType
Volume
Constrained online convex optimization,Dynamic regret,Virtual queues,Resource allocation,Cloud computing
Journal
577
ISSN
Citations 
PageRank 
0020-0255
0
0.34
References 
Authors
0
7
Name
Order
Citations
PageRank
Xiaofeng Ding1205.99
Lin Chen200.34
Pan Zhou338262.71
Zichuan Xu436827.39
Shiping Wen5123172.34
John C.S. Lui63680279.85
Hai Jin76544644.63