Related papers: Online Primal-Dual For Non-linear Optimization wit…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
We consider the problem of online load balancing under lp-norms: sequential jobs need to be assigned to one of the machines and the goal is to minimize the lp-norm of the machine loads. This generalizes the classical problem of scheduling…
We propose a primal--dual technique that applies to infinite dimensional equality constrained problems, in particular those arising from optimal control. As an application of our general framework, we solve a control-constrained double…
In the Internet of Things (IoT) environment, edge computing can be initiated at anytime and anywhere. However, in an IoT, edge computing sessions are often ephemeral, i.e., they last for a short period of time and can often be discontinued…
This work introduces a natural variant of the online machine scheduling problem on unrelated machines, which we refer to as the favorite machine model. In this model, each job has a minimum processing time on a certain set of machines,…
This paper has two results. The first is based on the surprising observation that the well-known ``least-recently-used'' paging algorithm and the ``balance'' algorithm for weighted caching are linear-programming primal-dual algorithms. This…
We present a unified framework for designing and analyzing algorithms for online budgeted allocation problems (including online matching) and their generalization, the Online Generalized Assignment Problem (OnGAP). These problems have been…
When a computer system schedules jobs there is typically a significant cost associated with preempting a job during execution. This cost can be from the expensive task of saving the memory's state and loading data into and out of memory. It…
In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…
We study the online constrained ranking problem motivated by an application to web-traffic shaping: an online stream of sessions arrive in which, within each session, we are asked to rank items. The challenge involves optimizing the ranking…
We study a variation of the canonical online resource allocation problem in which resources are throughput, rather than budget, constrained. As in the classical setting, the decision-maker must assign sequentially arriving jobs to one of…
Motivated primarily by applications in cloud computing, we study a simple, yet powerful, online allocation problem in which jobs of varying durations arrive over continuous time and must be assigned immediately and irrevocably to one of the…
We consider online preemptive scheduling of jobs arriving one by one, to be assigned to two identical machines, with the goal of makespan minimization. We study the effect of selecting the best solution out of two independent solutions…
In this paper we propose primal-dual algorithms for different variants of the online resource allocation problem with departures. In the basic variant, requests (items) arrive over time to a set of resources (knapsacks) and upon arrival,…
In many problems, the inputs arrive over time, and must be dealt with irrevocably when they arrive. Such problems are online problems. A common method of solving online problems is to first solve the corresponding linear program, and then…
Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…
Primal-dual algorithm (PDA) is a classic and popular scheme for convex-concave saddle point problems. It is universally acknowledged that the proximal terms in the subproblems about the primal and dual variables are crucial to the…
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints and conditional expectation constraints. The online RAP is an integer linear programming problem where resource consumption coefficients are…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…