Online Convex Optimization with Unbounded Memory

This repository contains code for the paper "Online Convex Optimization with Unbounded Memory" published in NeurIPS 2023.

Usage

1. Change directory to online-linear-control.
2. Run python main.py --d {dimension} --rho {diagonal values of F} --upper_triangular_val {upper triangular value of F} --T {number of rounds}.
3. The plots are stored in the plots directory.

Citation

If you use this code, please cite the following paper

@inproceedings{kumar2023online,
  author    = "Kumar, Raunak and Dean, Sarah and Kleinberg, Robert ",
  title     = "Online Convex Optimization with Unbounded Memory",
  year      = "2023",
  booktitle = "Proceedings of the 37th Conference on Neural Information Processing Systems (\textbf{NeurIPS})"
}