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This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…

Optimization and Control · Mathematics 2023-03-07 Yuwei Chen , Zengde Deng , Yinzhi Zhou , Zaiyi Chen , Yujie Chen , Haoyuan Hu

Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…

Computer Science and Game Theory · Computer Science 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…

Neural and Evolutionary Computing · Computer Science 2017-03-23 Shumeet Baluja

We study two online resource allocation problems with reusability in an adversarial setting, namely kRental-Fixed and kRental-Variable. In both problems, a decision-maker manages $k$ identical reusable units and faces a sequence of rental…

Data Structures and Algorithms · Computer Science 2025-07-30 Hossein Nekouyan , Bo Sun , Raouf Boutaba , Xiaoqi Tan

Predictive business process monitoring aims at providing predictions about running instances by analyzing logs of completed cases in a business process. Recently, a lot of research focuses on increasing productivity and efficiency in a…

Artificial Intelligence · Computer Science 2021-09-23 Gyunam Park , Minseok Song

Auctions for perishable goods such as internet ad inventory need to make real-time allocation and pricing decisions as the supply of the good arrives in an online manner, without knowing the entire supply in advance. These allocation and…

Computer Science and Game Theory · Computer Science 2012-10-05 Gagan Goel , Vahab Mirrokni , Renato Paes Leme

We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints…

Machine Learning · Statistics 2016-06-09 Rodolphe Jenatton , Jim Huang , Dominik Csiba , Cedric Archambeau

We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…

Machine Learning · Statistics 2023-11-17 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…

Optimization and Control · Mathematics 2024-05-30 Antoine Lhomme , Nicolas Catusse , Nadia Brauner

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Optimization and Control · Mathematics 2017-08-11 Pan Li , Hao Wang , Baosen Zhang

In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…

Optimization and Control · Mathematics 2023-05-05 Nicola Bastianello , Ruggero Carli , Andrea Simonetto

We consider online allocation problems with concave revenue functions and resource constraints, which are central problems in revenue management and online advertising. In these settings, requests arrive sequentially during a finite horizon…

Optimization and Control · Mathematics 2021-11-08 Haihao Lu , Santiago Balseiro , Vahab Mirrokni

With the popularity of the Internet, traditional offline resource allocation has evolved into a new form, called online resource allocation. It features the online arrivals of agents in the system and the real-time decision-making…

Artificial Intelligence · Computer Science 2020-12-17 Yifan Xu , Pan Xu , Jianping Pan , Jun Tao

The extension of classical online algorithms when provided with predictions is a new and active research area. In this paper, we extend the primal-dual method for online algorithms in order to incorporate predictions that advise the online…

Machine Learning · Computer Science 2020-10-23 Étienne Bamas , Andreas Maggiori , Ola Svensson

Non-linear, especially convex, objective functions have been extensively studied in recent years in which approaches relies crucially on the convexity property of cost functions. In this paper, we present primal-dual approaches based on…

Data Structures and Algorithms · Computer Science 2017-08-17 Nguyen Kim Thang