Recently, bandit optimization has received significant attention in real-world safety-critical systems that involve repeated interactions with humans. While there exist various algorithms with performance guarantees in the literature, practical implementation of the algorithms has not received as much attention. This work presents a comprehensive study on the computational aspects of safe bandit algorithms, specifically safe linear bandits, by introducing a framework that leverages convex programming tools to create computationally efficient policies. In particular, we first characterize the properties of the optimal policy for safe linear bandit problem and then propose an end-to-end pipeline of safe linear bandit algorithms that only involves solving convex problems. We also numerically evaluate the performance of our proposed methods.

近年来，与人类不断互动的现实世界安全关键系统中的强盗优化引起了极大关注。本文提出了一个综合性研究，重点研究了安全线性强盗算法的计算方面，通过引入凸规划工具创建了计算效率高的策略。具体而言，我们首先对安全线性强盗问题的最优策略进行了特征化，并提出了一个仅涉及求解凸问题的端到端安全线性强盗算法流程。我们还对我们提出的方法的性能进行了数值评估。

约束线性赌臂问题的凸方法