# Mirror Descent and Constrained Online Optimization Problems

arXiv: https://arxiv.org/abs/1809.08329 · HTML: https://mlsanity.com/paper/1809.08329/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 21 Sep 2018.

## Built on by (most cited first, 2 of 2)

- [Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization](https://mlsanity.com/paper/2301.13314/) (2023)
- [First-Order Softmax Weighted Switching Gradient Method for Distributed Stochastic Minimax Optimization with Stochastic Constraints](https://mlsanity.com/paper/2603.05774/) (2026)

## Abstract (arXiv)

We consider the following class of online optimization problems with functional constraints. Assume, that a finite set of convex Lipschitz-continuous non-smooth functionals are given on a closed set of n-dimensional vector space. The problem is to minimize the arithmetic mean of functionals with a convex Lipschitz-continuous non-smooth constraint. In addition, it is allowed to calculate the (sub)gradient of each functional only once. Using some recently proposed adaptive methods of Mirror Descent the method is suggested to solve the mentioned constrained online optimization problem with optimal estimate of accuracy. For the corresponding non-Euclidean prox-structure the case of a set of n-dimensional vectors lying on the standard n-dimensional simplex is considered.