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Submodular functions are a broad class of set functions, which naturally arise in diverse areas. Many algorithms have been suggested for the maximization of these functions. Unfortunately, once the function deviates from submodularity, the…

Discrete Mathematics · Computer Science 2017-07-17 Lin Chen , Moran Feldman , Amin Karbasi

Stochastic gradient descent with momentum (SGDM) is the dominant algorithm in many optimization scenarios, including convex optimization instances and non-convex neural network training. Yet, in the stochastic setting, momentum interferes…

Optimization and Control · Mathematics 2023-06-28 Junhyung Lyle Kim , Panos Toulis , Anastasios Kyrillidis

We consider the classical machine scheduling, where $n$ jobs need to be scheduled on $m$ machines, and where job $j$ scheduled on machine $i$ contributes $p_{i,j}\in \mathbb{R}$ to the load of machine $i$, with the goal of minimizing the…

Computer Science and Game Theory · Computer Science 2020-09-09 Cong Chen , Paul Giessler , Akaki Mamageishvili , Matus Mihalak , Paolo Penna

In this paper we consider a generalization of the well-known budgeted maximum coverage problem. We are given a ground set of elements and a set of bins. The goal is to find a subset of elements along with an associated set of bins, such…

Data Structures and Algorithms · Computer Science 2018-08-10 Francesco Cellinese , Gianlorenzo D'Angelo , Gianpiero Monaco , Yllka Velaj

We investigate revenue guarantees for auction mechanisms in a model where a distribution is specified for each bidder, but only some of the distributions are correct. The subset of bidders whose distribution is correctly specified…

Computer Science and Game Theory · Computer Science 2020-07-22 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

A recent line of research focuses on the study of the stochastic multi-armed bandits problem (MAB), in the case where temporal correlations of specific structure are imposed between the player's actions and the reward distributions of the…

Machine Learning · Computer Science 2021-03-02 Orestis Papadigenopoulos , Constantine Caramanis

We consider a matching system with random arrivals of items of different types. The items wait in queues -- one per each item type -- until they are "matched." Each matching requires certain quantities of items of different types; after a…

Probability · Mathematics 2018-04-24 Mohammadreza Nazari , Alexander L. Stolyar

The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…

Social and Information Networks · Computer Science 2019-10-09 Khashayar Gatmiry , Manuel Gomez-Rodriguez

In many settings agents participate in multiple different auctions that are not necessarily implemented simultaneously. Future opportunities affect strategic considerations of the players in each auction, introducing externalities.…

Computer Science and Game Theory · Computer Science 2011-12-30 Renato Paes Leme , Vasilis Syrgkanis , Eva Tardos

We study the problem of selling $n$ items to a single buyer with an additive valuation function. We consider the valuation of the items to be correlated, i.e., desirabilities of the buyer for the items are not drawn independently. Ideally,…

Computer Science and Game Theory · Computer Science 2015-07-23 MohammadHossein Bateni , Sina Dehghani , MohammadTaghi Hajiaghayi , Saeed Seddighin

Stochastic majorization-minimization (SMM) is a class of stochastic optimization algorithms that proceed by sampling new data points and minimizing a recursive average of surrogate functions of an objective function. The surrogates are…

Optimization and Control · Mathematics 2023-03-22 Hanbaek Lyu

CMO Council reports that 71\% of internet users in the U.S. were influenced by coupons and discounts when making their purchase decisions. It has also been shown that offering coupons to a small fraction of users (called seed users) may…

Social and Information Networks · Computer Science 2018-02-23 Shaojie Tang

Motivated by a wide range of applications in data mining and machine learning, we consider the problem of maximizing a submodular function subject to supermodular cost constraints. In contrast to the well-understood setting of cardinality…

Data Structures and Algorithms · Computer Science 2026-02-19 Ajitesh Srivastava , Shanghua Teng

In online makespan minimization a sequence of jobs $\sigma = J_1,..., J_n$ has to be scheduled on $m$ identical parallel machines so as to minimize the maximum completion time of any job. We investigate the problem with an essentially new…

Data Structures and Algorithms · Computer Science 2013-04-23 Susanne Albers , Matthias Hellwig

Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing…

Optimization and Control · Mathematics 2026-04-13 Carles Domingo-Enrich , Jiequn Han

In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…

Computer Science and Game Theory · Computer Science 2012-08-07 Paul Duetting , Felix Fischer , Pitchayut Jirapinyo , John K. Lai , Benjamin Lubin , David C. Parkes

Emerging workloads, such as graph processing and machine learning are approximate because of the scale of data involved and the stochastic nature of the underlying algorithms. These algorithms are often distributed over multiple machines…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-28 Asim Kadav , Erik Kruus

Parallel machine scheduling has been extensively studied in the past decades, with applications ranging from production planning to job processing in large computing clusters. In this work we study some of these fundamental optimization…

Data Structures and Algorithms · Computer Science 2015-09-08 Yael Mordechai

We introduce the notion of rigidity in auction design and use it to analyze some fundamental aspects of mechanism design. We focus on single-item auctions where the values of the bidders are drawn from some (possibly correlated)…

Computer Science and Game Theory · Computer Science 2022-12-21 Shahar Dobzinski , Ariel Shaulker

Posted price mechanisms are prevalent in allocating goods within online marketplaces due to their simplicity and practical efficiency. We explore a fundamental scenario where buyers' valuations are independent and identically distributed,…

Computer Science and Game Theory · Computer Science 2025-05-26 José Correa , Vasilis Livanos , Dana Pizarro , Victor Verdugo