A Illustration of RCL

We illustrate the online optimization process of RCL in Figure 1. We set b = 10 and A = I for the cost function in Eqn. The testing process is almost instant and takes less than 1 second. It does not use robustification during online optimization. By Theorem 4.1, there is a trade-off (governed by ML predictions for those problem instances that are adversarial to ROBD.