552. Constructive approach to worst-case analysis and algorithm design in online convex optimization
Invited abstract in session TB-8: Systematic and computer-aided analyses IV: Online & distributed gradient methods, stream Systematic and computer-aided analyses of optimization algorithms.
Tuesday, 10:30-12:30Room: B100/7007
Authors (first author is the speaker)
| 1. | Julien Weibel
|
| INRIA |
Abstract
In this talk, we will present methods based on semi-definite programming to perform worst-case analysis of online convex optimization algorithms. Those methods allow to construct simultaneously a worst-case scenario and a proof for a matching upper bound on the regret of a given online convex optimization algorithm. We will also present how to adapt those methods for algorithm design by formulating a semi-definite program that optimises simultaneously the choice of the algorithm with its regret upper bound.
Keywords
- Computer-aided algorithm analysis
- Conic and semidefinite optimization
Status: accepted
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