algorithm. We prove that the associated column generation subproblem is indeed NP-Complete, and propose a simple, greedy … heuristic to overcome the complexity of an exact algorithm. Our computational results show that the heuristic is quite effective …

to implement and do not require solving any DLPs. Our algorithm achieves a regret bound of $O(\log k)$, where $k$ is the … system size. To the best of our knowledge, this is the first NRM algorithm that (i) has an $o(\sqrt{k})$ asymptotic regret …