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This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…

Performance · Computer Science 2024-12-20 Qiulin Lin , Hanling Yi , John Pang , Minghua Chen , Adam Wierman , Michael Honig , Yuanzhang Xiao

This paper combines two key ingredients for online algorithms - competitive analysis (e.g. the competitive ratio) and advice complexity (e.g. the number of advice bits needed to improve online decisions) - in the context of a simple online…

Computer Science and Game Theory · Computer Science 2020-06-30 Martin Aleksandrov , Toby Walsh

Given a sequence of independent random variables with a common continuous distribution, we consider the online decision problem where one seeks to minimize the expected value of the time that is needed to complete the selection of a…

Probability · Mathematics 2016-09-05 Alessandro Arlotto , Elchanan Mossel , J. Michael Steele

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

Optimization and Control · Mathematics 2015-02-06 Reza Eghbali , Jon Swenson , Maryam Fazel

We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources where an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a…

Data Structures and Algorithms · Computer Science 2024-09-17 Vineet Goyal , Garud Iyengar , Rajan Udwani

Suppose that $n$ items arrive online in random order and the goal is to select $k$ of them such that the expected sum of the selected items is maximized. The decision for any item is irrevocable and must be made on arrival without knowing…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Leon Ladewig

In the online matching on the line problem, the task is to match a set of requests $R$ online to a given set of servers $S$. The distance metric between any two points in $R\,\cup\, S$ is a line metric and the objective for the online…

Data Structures and Algorithms · Computer Science 2017-12-20 Antonios Antoniadis , Carsten Fischer , Andreas Tönnis

We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…

Methodology · Statistics 2024-04-23 Taeho Kim , Kyoung-kuk Kim , Eunhye Song

We introduce the Online Unbounded Knapsack Problem with Removal, a variation of the well-known Online Knapsack Problem. Items, each with a weight and value, arrive online and an algorithm must decide on whether or not to pack them into a…

Data Structures and Algorithms · Computer Science 2025-09-29 Matthias Gehnen , Moritz Stocker

In this paper, we exploit linear programming duality in the online setting (i.e., where input arrives on the fly) from the unique perspective of designing lower bounds on the competitive ratio. In particular, we provide a general technique…

Data Structures and Algorithms · Computer Science 2016-04-07 Yossi Azar , Ilan Reuven Cohen , Alan Roytman

We consider the optimal online packet scheduling problem in a single-user energy harvesting wireless communication system, where energy is harvested from natural renewable sources, making future energy arrivals instants and amounts random…

Information Theory · Computer Science 2012-11-22 Rahul Vaze

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

We study the online metric matching problem. There are $m$ servers and $n$ requests located in a metric space, where all servers are available upfront and requests arrive one at a time. Upon the arrival of a new request, it needs to be…

Data Structures and Algorithms · Computer Science 2025-10-16 Mingwei Yang , Sophie H. Yu

Inspired by online ad allocation, we study online stochastic packing linear programs from theoretical and practical standpoints. We first present a near-optimal online algorithm for a general class of packing linear programs which model…

Data Structures and Algorithms · Computer Science 2010-02-17 Jon Feldman , Monika Henzinger , Nitish Korula , Vahab S. Mirrokni , Cliff Stein

We revisit the online Unit Clustering and Unit Covering problems in higher dimensions: Given a set of $n$ points in a metric space, that arrive one by one, Unit Clustering asks to partition the points into the minimum number of clusters…

Computational Geometry · Computer Science 2021-08-27 Adrian Dumitrescu , Csaba D. Tóth

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…

Optimization and Control · Mathematics 2022-04-01 Yuwei Chen , Zengde Deng , Zaiyi Chen , Yinzhi Zhou , Yujie Chen , Haoyuan Hu

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…

Data Structures and Algorithms · Computer Science 2022-09-20 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

This paper considers the recently popular beyond-worst-case algorithm analysis model which integrates machine-learned predictions with online algorithm design. We consider the online Steiner tree problem in this model for both directed and…

Machine Learning · Computer Science 2023-03-21 Chenyang Xu , Benjamin Moseley

e consider the experimental design problem in an online environment, an important practical task for reducing the variance of estimates in randomized experiments which allows for greater precision, and in turn, improved decision making. In…

Methodology · Statistics 2022-03-07 David Arbour , Drew Dimmery , Tung Mai , Anup Rao