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Related papers: Online Convex Covering and Packing Problems

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A speed scaling problem is considered, where time is divided into slots, and jobs with payoff $v$ arrive at the beginning of the slot with associated deadlines $d$. Each job takes one slot to be processed, and multiple jobs can be processed…

Data Structures and Algorithms · Computer Science 2017-11-15 Goonwanth Reddy , Rahul Vaze

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

This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…

Data Structures and Algorithms · Computer Science 2026-02-12 Kobe Grobben , Phablo F. S. Moura , Hande Yaman

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…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general…

Machine Learning · Computer Science 2020-01-27 Yiheng Lin , Gautam Goel , Adam Wierman

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

Machine Learning · Computer Science 2024-01-09 Tareq Si Salem , Gözde Özcan , Iasonas Nikolaou , Evimaria Terzi , Stratis Ioannidis

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 study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

Machine Learning · Computer Science 2021-06-30 Uri Sherman , Tomer Koren , Yishay Mansour

This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…

Optimization and Control · Mathematics 2026-02-18 Zhaoye Pan , Haozhe Lei , Fan Zuo , Zilin Bian , Tao Li

Online models that allow recourse are highly effective in situations where classical models are too pessimistic. One such problem is the online machine covering problem on identical machines. In this setting, jobs arrive one by one and must…

Data Structures and Algorithms · Computer Science 2018-08-29 Waldo Gálvez , José A. Soto , José Verschae

Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to…

Data Structures and Algorithms · Computer Science 2007-05-23 Elad Hazan

Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairness over time. We study a general online decision-making…

Optimization and Control · Mathematics 2026-02-13 Rui Chen , Oktay Gunluk , Andrea Lodi , Guanyi Wang

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

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

Recently, several universal methods have been proposed for online convex optimization, and attain minimax rates for multiple types of convex functions simultaneously. However, they need to design and optimize one surrogate loss for each…

Machine Learning · Computer Science 2024-11-21 Lijun Zhang , Yibo Wang , Guanghui Wang , Jinfeng Yi , Tianbao Yang

This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

Computer Science and Game Theory · Computer Science 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

Systems and Control · Electrical Eng. & Systems 2021-01-13 Yijian Zhang , Emiliano Dall'Anese , Mingyi Hong

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…

Machine Learning · Statistics 2016-08-16 Jean Lafond , Hoi-To Wai , Eric Moulines

Applications involving dictionary learning, non-negative matrix factorization, subspace clustering, and parallel factor tensor decomposition tasks motivate well algorithms for per-block-convex and non-smooth optimization problems. By…

Machine Learning · Computer Science 2017-01-27 Konstantinos Slavakis , Georgios B. Giannakis