Structure-Dependent Regret and Constraint Violation Bounds for Online Convex Optimization with Time-Varying Constraints
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Abstract (arXiv)
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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References · 16
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- 2024Distributed Management of Fluctuating Energy Resources in Dynamic Networked Systemscited by 1
4 more
- 2024Distributed Event-Triggered Bandit Convex Optimization with Time-Varying Constraintscited by 1
- 2024Slicing for AI: An Online Learning Framework for Network Slicing Supporting AI Servicescited by 1
- 2025Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraintscited by 1
- 2025Distributed Online Stochastic Convex-Concave Optimization: Dynamic Regret Analyses under Single and Multiple Consensus Stepscited by 1
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