Related papers: Efficient Algorithms for Several Constrained Resou…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…
Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…
Evolutionary algorithms have been frequently applied to constrained continuous optimisation problems. We carry out feature based comparisons of different types of evolutionary algorithms such as evolution strategies, differential evolution…
We give new results for problems in computational and statistical machine learning using tools from high-dimensional geometry and probability. We break up our treatment into two parts. In Part I, we focus on computational considerations in…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
Reinforcement Learning has applications in field of mechatronics, robotics, and other resource-constrained control system. Problem of resource allocation is primarily solved using traditional predefined techniques and modern deep learning…
We propose a game theoretic approach to address the problem of searching for available parking spots in a parking lot and picking the ``optimal'' one to park. The approach exploits limited information provided by the parking lot, i.e., its…
In this paper we formulate the fixed budget resource allocation game to understand the performance of a distributed market-based resource allocation system. Multiple users decide how to distribute their budget (bids) among multiple machines…
Contrary to traditional deterministic notions of algorithmic fairness, this paper argues that fairly allocating scarce resources using machine learning often requires randomness. We address why, when, and how to randomize by proposing…
This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…
Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints -- of which QP is a special case -- and consumer…
We develop a rounding method based on random walks in polytopes, which leads to improved approximation algorithms and integrality gaps for several assignment problems that arise in resource allocation and scheduling. In particular, it…
This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…
Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…
In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…
Finding a maximum-weight matching is a classical and well-studied problem in computer science, solvable in cubic time in general graphs. We consider the specialization called assignment problem where the input is a bipartite graph, and…
With an ever growing number of heterogeneous applicational services running on equally heterogeneous computational systems, the problem of resource management becomes more essential. Although current solutions consider some network and time…
In this chapter, we identify fundamental geometric structures that underlie the problems of sampling, optimisation, inference and adaptive decision-making. Based on this identification, we derive algorithms that exploit these geometric…
Minimizing job scheduling time is a fundamental issue in data center networks that has been extensively studied in recent years. The incoming jobs require different CPU and memory units, and span different number of time slots. The…