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In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

This paper studies the online correlated selection (OCS) problem. It was introduced by Fahrbach, Huang, Tao, and Zadimoghaddam (2020) to obtain the first edge-weighted online bipartite matching algorithm that breaks the $0.5$ barrier.…

Data Structures and Algorithms · Computer Science 2021-12-17 Ruiquan Gao , Zhongtian He , Zhiyi Huang , Zipei Nie , Bijun Yuan , Yan Zhong

This paper addresses the online $k$-selection problem with diseconomies of scale (OSDoS), where a seller seeks to maximize social welfare by optimally pricing items for sequentially arriving buyers, accounting for increasing marginal…

Computer Science and Game Theory · Computer Science 2025-02-05 Hossein Nekouyan Jazi , Bo Sun , Raouf Boutaba , Xiaoqi Tan

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.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…

Machine Learning · Computer Science 2024-02-26 Ping Wu , Heyan Huang , Zhengyang Liu

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

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

We introduce a model of online algorithms subject to strict constraints on data retention. An online learning algorithm encounters a stream of data points, one per round, generated by some stationary process. Crucially, each data point can…

Machine Learning · Computer Science 2024-04-18 Nicole Immorlica , Brendan Lucier , Markus Mobius , James Siderius

Mobile edge computing (MEC) emerges as a promising solution for servicing delay-sensitive tasks at the edge network. A body of recent literature started to focus on cost-efficient service placement and request scheduling. This work…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-27 Lina Su , Ne Wang , Ruiting Zhou , Zongpeng Li

We consider Constrained Online Convex Optimization (COCO) with adversarially chosen constraints. At each round, the learner chooses an action before observing the loss and constraint function for that round. The goal is to achieve small…

Machine Learning · Computer Science 2026-05-21 Dhruv Sarkar , Abhishek Sinha

Online and stochastic learning has emerged as powerful tool in large scale optimization. In this work, we generalize the Douglas-Rachford splitting (DRs) method for minimizing composite functions to online and stochastic settings (to our…

Numerical Analysis · Computer Science 2016-12-22 Ziqiang Shi , Rujie Liu

We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…

Machine Learning · Computer Science 2026-03-30 Dhruv Sarkar , Aprameyo Chakrabartty , Subhamon Supantha , Palash Dey , Abhishek Sinha

We introduce a natural online allocation problem that connects several of the most fundamental problems in online optimization. Let $M$ be an $n$-point metric space. Consider a resource that can be allocated in arbitrary fractions to the…

Data Structures and Algorithms · Computer Science 2021-12-01 Nikhil Bansal , Christian Coester

We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…

Machine Learning · Computer Science 2025-03-18 Yigit Efe Erginbas , Thomas A. Courtade , Kannan Ramchandran

In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…

Optimization and Control · Mathematics 2024-04-04 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Shima Kheradmand

Collaborative Topic Regression (CTR) combines ideas of probabilistic matrix factorization (PMF) and topic modeling (e.g., LDA) for recommender systems, which has gained increasing successes in many applications. Despite enjoying many…

Machine Learning · Computer Science 2016-05-31 Chenghao Liu , Tao Jin , Steven C. H. Hoi , Peilin Zhao , Jianling Sun

Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…

Machine Learning · Computer Science 2025-05-30 Ricardo N. Ferreira , Cláudia Soares

This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…

Optimization and Control · Mathematics 2024-05-07 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

In this paper we consider several related online computation problems. First, we study answering sequences of statistical queries arriving online, and being answered immediately when they arrive with differential privacy. Known matrix…

Data Structures and Algorithms · Computer Science 2026-05-12 Aleksandar Nikolov , Haohua Tang , Jonathan Ullman

We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a $\Omega(\sqrt{d})$ lower bound on the competitive ratio of any online…

Machine Learning · Computer Science 2018-07-10 Niangjun Chen , Gautam Goel , Adam Wierman
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