Online Convex Optimization with Perturbed Constraints: Optimal Rates against Stronger Benchmarks

Victor Valls, George Iosifidis, Douglas J. Leith, Leandros Tassiulas

Abstract: This paper studies Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturb...