Penalized FTRL with Time-Varying Constraints

In this paper we extend the classical Follow-The-Regularized-Leader (FTRL) algorithm to encompass time-varying constraints, through adaptive penalization. We establish sufficient conditions for the proposed Penalized FTRL algorithm to achieve O(t) regret and violation with respect to a strong benchmark X^tmax. Lacking prior knowledge of the...

Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments

In the past few years, online convex optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this article, we propose new step-size rules and OCO algorithms that simultaneously exploit gradient predictions, function predictions and dynamics,...

Reservation of Virtualized Resources with Optimistic Online Learning

The virtualization of wireless networks enables new services to access network resources made available by the Network Operator (NO) through a Network Slicing market. The different service providers (SPs) have the opportunity to lease the network resources from the NO to constitute slices that address the demand of their specific network service...

Lazy Lagrangians for Optimistic Learning With Budget Constraints

We consider the general problem of online convex optimization with time-varying budget constraints in the presence of predictions for the next cost and constraint functions, that arises in a plethora of network resource management problems. A novel saddle-point algorithm is designed by combining a Follow-The-Regularized-Leader iteration with...

Online Caching through Optimistic Online Mirror Descent

The advent of wireless networks such as content distribution networks and edge computing networks calls for more effective online caching policies. Traditional policies lose performance since these new networks deal with highly non-stationary requests and frequent popularity shifts. Consequently, a new framework called Online Convex Optimization...

Learning-based Reservation of Virtualized Network Resources

Network slicing markets have the potential to increase significantly the utilization of virtualized network resources and facilitate the low-cost deployment of over-the-top services. However, their success is conditioned on the service providers (SPs) being able to bid effectively for the virtualized resources. In this paper, we consider a...

No-Regret Slice Reservation Algorithms

Emerging network slicing markets promise to boost the utilization of expensive network resources and to unleash the potential of over-the-top services. Their success, however, is conditioned on the service providers (SPs) being able to bid effectively for the virtualized resources. In this paper we consider a hybrid advance-reservation and spot...

Online Convex Optimization with Predictions: Static and Dynamic Environments

In this thesis, we study Online Convex Optimization algorithms that exploit predictive and/or dynamical information about a problem instance. These features are inspired by recent developments in the Online Mirror Decent literature. When the Player's performance is compared with the best fixed decision in hindsight, we show that it is possible...

Online Distributionally Robust Fault Classification: With an Application for Tritium's EV Chargers

This thesis presents a novel data-driven Fault Detection and Isolation algorithm for the public network of Electric Vehicle chargers of Tritium Ltd. Pty. The proposed solution is robust against marginal differences in data distribution as well as marginal changes over time due the state-of-the-art optimization techniques used. This is required...