Logarithmic Barrier
Logarithmic barrier methods are optimization techniques that address constrained problems by incorporating a penalty term into the objective function, preventing solutions from violating constraints. Current research focuses on applying these methods within reinforcement learning, particularly for safe exploration and control, and in online learning scenarios to improve regret bounds and efficiency. These techniques are proving valuable in diverse applications, including robotics, resource allocation, and machine learning, by enabling the efficient solution of complex optimization problems with safety and fairness constraints. The development of improved algorithms and analyses, particularly for high-dimensional and non-convex problems, remains a key area of ongoing investigation.
Papers
Parameter Symmetry and Noise Equilibrium of Stochastic Gradient Descent
Liu Ziyin, Mingze Wang, Hongchao Li, Lei Wu
Decoupling Learning and Decision-Making: Breaking the $\mathcal{O}(\sqrt{T})$ Barrier in Online Resource Allocation with First-Order Methods
Wenzhi Gao, Chunlin Sun, Chenyu Xue, Dongdong Ge, Yinyu Ye