LGMar 15

Structure-Dependent Regret and Constraint Violation Bounds for Online Convex Optimization with Time-Varying Constraints

arXiv:2603.1431930.0h-index: 11
AI Analysis

This work addresses robust network engineering by exploiting temporal regularity in constrained online learning, offering incremental improvements over existing methods.

The paper tackled the problem of online convex optimization with time-varying constraints by introducing a structured characterization of constraint variation and proposing the Structure-Adaptive Primal-Dual algorithm, which reduced cumulative constraint violation by up to 53% compared to baselines while maintaining competitive utility.

Online convex optimization (OCO) with time-varying constraints is a critical framework for sequential decision-making in dynamic networked systems, where learners must minimize cumulative loss while satisfying regions of feasibility that shift across rounds. Existing theoretical analyses typically treat constraint variation as a monolithic adversarial process, resulting in joint regret and violation bounds that are overly conservative for real-world network dynamics. In this paper, we introduce a structured characterization of constraint variation - smooth drift, periodic cycles, and sparse switching - mapping these classes to common network phenomena such as slow channel fading, diurnal traffic patterns, and discrete maintenance windows. We derive structure-dependent joint bounds that strictly improve upon adversarial rates when the constraint process exhibits regularity. To realize these gains, we propose the Structure-Adaptive Primal-Dual (SA-PD) algorithm, which utilizes observable constraint signals to detect environmental structure online and adapt dual update strategies accordingly. Extensive experiments on synthetic benchmarks and real-world datasets - including online electricity scheduling and transformer load management - demonstrate that SA-PD reduces cumulative constraint violation by up to 53% relative to structure-agnostic baselines while maintaining competitive utility. This work serves as a comprehensive guide for exploiting temporal regularity in constrained online learning for robust network engineering.

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