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Related papers: Secretary Problems with Convex Costs

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We study online learning problems in which a decision maker wants to maximize their expected reward without violating a finite set of $m$ resource constraints. By casting the learning process over a suitably defined space of strategy…

Machine Learning · Computer Science 2023-03-13 Andrea Celli , Matteo Castiglioni , Christian Kroer

We introduce online learning with vector costs (\OLVCp) where in each time step $t \in \{1,\ldots, T\}$, we need to play an action $i \in \{1,\ldots,n\}$ that incurs an unknown vector cost in $[0,1]^{d}$. The goal of the online algorithm is…

Machine Learning · Computer Science 2020-10-19 Thomas Kesselheim , Sahil Singla

The $k$-Server Problem covers plenty of resource allocation scenarios, and several variations have been studied extensively for decades. We present a model generalizing the $k$-Server Problem by preferences of the requests, where the…

Data Structures and Algorithms · Computer Science 2022-10-21 Jannik Castenow , Björn Feldkord , Till Knollmann , Manuel Malatyali , Friedhelm Meyer auf der Heide

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

As a famous result, the ``37\% Law'' for Secretary Problem has widely influenced peoples' perception on online decision strategies about choice. However, using this strategy, too many attractive candidates may be rejected in the first 37\%,…

Computer Science and Game Theory · Computer Science 2022-07-15 Zishuo Zhao

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…

Optimization and Control · Mathematics 2025-09-17 Chamsi Hssaine , Huseyin Topaloglu , Garrett van Ryzin

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

The classic online facility location problem deals with finding the optimal set of facilities in an online fashion when demand requests arrive one at a time and facilities need to be opened to service these requests. In this work, we study…

Data Structures and Algorithms · Computer Science 2025-05-09 Arghya Chakraborty , Rahul Vaze

Semi-online algorithms that are allowed to perform a bounded amount of repacking achieve guaranteed good worst-case behaviour in a more realistic setting. Most of the previous works focused on minimization problems that aim to minimize some…

Data Structures and Algorithms · Computer Science 2021-04-21 Sebastian Berndt , Kilian Grage , Klaus Jansen , Lukas Johannsen , Maria Kosche

Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…

Machine Learning · Computer Science 2024-07-17 Spencer Hutchinson , Mahnoosh Alizadeh

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

Optimization and Control · Mathematics 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

Data Structures and Algorithms · Computer Science 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

The secretary problem is probably the purest model of decision making under uncertainty. In this paper we ask which advice can we give the algorithm to improve its success probability? We propose a general model that unifies a broad range…

Data Structures and Algorithms · Computer Science 2020-11-16 Paul Dütting , Silvio Lattanzi , Renato Paes Leme , Sergei Vassilvitskii

Recently, there were introduced important classes of relatively smooth, relatively continuous, and relatively strongly convex optimization problems. These concepts have significantly expanded the class of problems for which optimal…

Optimization and Control · Mathematics 2023-03-07 Oleg Savchuk , Fedor Stonyakin , Mohammad Alkousa , Rida Zabirova , Alexander Titov , Alexander Gasnikov

We consider the setting of online computation with advice, and study the bin packing problem and a number of scheduling problems. We show that it is possible, for any of these problems, to arbitrarily approach a competitive ratio of $1$…

Data Structures and Algorithms · Computer Science 2015-08-06 Marc P. Renault , Adi Rosén , Rob van Stee

We study online convex optimization in a setting where the learner seeks to minimize the sum of a per-round hitting cost and a movement cost which is incurred when changing decisions between rounds. We prove a new lower bound on the…

Machine Learning · Computer Science 2019-10-23 Gautam Goel , Yiheng Lin , Haoyuan Sun , Adam Wierman

Resource allocation in distributed and networked systems such as the Cloud is becoming increasingly flexible, allowing these systems to dynamically adjust toward the workloads they serve, in a demand-aware manner. Online balanced…

Data Structures and Algorithms · Computer Science 2024-10-24 Harald Räcke , Stefan Schmid , Ruslan Zabrodin

Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen…

Optimization and Control · Mathematics 2025-07-08 Harsh Shah , Purna Chandrasekhar , Rahul Vaze

A basic combinatorial online resource allocation problem is considered, where multiple servers have individual capacity constraints, and at each time slot, a set of jobs arrives, that have potentially different weights to different servers.…

Data Structures and Algorithms · Computer Science 2015-12-02 Ajil Jalal , Rahul Vaze , Umang Bhaskar