Regret and Cumulative Constraint Violation Analysis for Online Convex Optimization with Long Term Constraints

Xinlei Yi, Xiuxian Li, Tao Yang, Lihua Xie, Tianyou Chai, Karl Henrik Johansson

Abstract: This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constr...