Related papers: Online Packing and Covering Framework with Convex …
A covering integer program (CIP) is a mathematical program of the form: min {c^T x : Ax >= 1, 0 <= x <= u, x integer}, where A is an m x n matrix, and c and u are n-dimensional vectors, all having non-negative entries. In the online…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…
We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…
We study online configuration selection with admission control problem, which arises in LLM serving, GPU scheduling, and revenue management. In a planning horizon with $T$ periods, we consider a two-layer framework for the decisions made…
In this book, I introduce the basic concepts of Online Learning through the modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order…
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient…
We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…
We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…
This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
The online knapsack problem is a classic online resource allocation problem in networking and operations research. Its basic version studies how to pack online arriving items of different sizes and values into a capacity-limited knapsack.…
We propose the algorithms for online convex optimization which lead to cumulative squared constraint violations of the form $\sum\limits_{t=1}^T\big([g(x_t)]_+\big)^2=O(T^{1-\beta})$, where $\beta\in(0,1)$. Previous literature has focused…
Motivated by applications where a system must remain operational via continual procurement of contracts, we study two online contract selection problems under uncertain prices. At each time step, a price drawn from a known distribution is…
Though competitive analysis is often a very good tool for the analysis of online algorithms, sometimes it does not give any insight and sometimes it gives counter-intuitive results. Much work has gone into exploring other performance…
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each…
This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…
We consider the following class of online optimization problems with functional constraints. Assume, that a finite set of convex Lipschitz-continuous non-smooth functionals are given on a closed set of $n$-dimensional vector space. The…
Optimization of DR-submodular functions has experienced a notable surge in significance in recent times, marking a pivotal development within the domain of non-convex optimization. Motivated by real-world scenarios, some recent works have…
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…