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For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…

Optimization and Control · Mathematics 2020-10-20 Loris Cannelli , Francisco Facchinei , Gesualdo Scutari , Vyacheslav Kungurtsev

We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…

Machine Learning · Computer Science 2026-01-07 Subhamon Supantha , Abhishek Sinha

This paper studies minimax optimization problems $\min_x \max_y f(x,y)$, where $f(x,y)$ is $m_x$-strongly convex with respect to $x$, $m_y$-strongly concave with respect to $y$ and $(L_x,L_{xy},L_y)$-smooth. Zhang et al. provided the…

Machine Learning · Computer Science 2020-10-20 Yuanhao Wang , Jian Li

We study the discrete bin covering problem where a multiset of items from a fixed set $S \subseteq (0,1]$ must be split into disjoint subsets while maximizing the number of subsets whose contents sum to at least $1$. We study the online…

Data Structures and Algorithms · Computer Science 2024-01-29 Magnus Berg , Shahin Kamali

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

This paper considers online convex optimization (OCO) problems - the paramount framework for online learning algorithm design. The loss function of learning task in OCO setting is based on streaming data so that OCO is a powerful tool to…

Machine Learning · Computer Science 2019-11-26 Wenye Ma

In recent years, maximization of DR-submodular continuous functions became an important research field, with many real-worlds applications in the domains of machine learning, communication systems, operation research and economics. Most of…

Data Structures and Algorithms · Computer Science 2022-10-13 Loay Mualem , Moran Feldman

Cardinality constrained bin packing or bin packing with cardinality constraints is a basic bin packing problem. In the online version with the parameter k \geq 2, items having sizes in (0,1] associated with them are presented one by one to…

Data Structures and Algorithms · Computer Science 2016-08-24 János Balogh , József Békési , György Dósa , Leah Epstein , Asaf Levin

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

In this paper we propose a general framework to characterize and solve the stochastic optimization problems with multiple objectives underlying many real world learning applications. We first propose a projection based algorithm which…

Machine Learning · Computer Science 2013-07-16 Mehrdad Mahdavi , Tianbao Yang , Rong Jin

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while also facing a procurement cost for the total allocation.…

Optimization and Control · Mathematics 2020-12-24 Mitas Ray , Omid Sadeghi , Lillian J. Ratliff , Maryam Fazel

We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity. Compared with existing methods, our framework yields a significant improvement over the…

Optimization and Control · Mathematics 2023-07-25 Le Thi Khanh Hien , Renbo Zhao , William B. Haskell

We address the challenge of zeroth-order online convex optimization where the objective function's gradient exhibits sparsity, indicating that only a small number of dimensions possess non-zero gradients. Our aim is to leverage this…

We investigate deterministic non-preemptive online scheduling with delayed commitment for total completion time minimization on parallel identical machines. In this problem, jobs arrive one-by-one and their processing times are revealed…

Data Structures and Algorithms · Computer Science 2022-07-19 Uwe Schwiegelshohn

In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…

Machine Learning · Statistics 2018-02-19 Lin Chen , Hamed Hassani , Amin Karbasi

Motivated by bursty bandwidth allocation and by the allocation of virtual machines to servers in the cloud, we consider the online problem of packing items with random sizes into unit-capacity bins. Items arrive sequentially, but upon…

Optimization and Control · Mathematics 2021-02-08 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li