Related papers: Maximizing Profit with Convex Costs in the Random-…
We study the problem of zero-order optimization of a strongly convex function. The goal is to find the minimizer of the function by a sequential exploration of its values, under measurement noise. We study the impact of higher order…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
In this article we study convex integer maximization problems with composite objective functions of the form $f(Wx)$, where $f$ is a convex function on $\R^d$ and $W$ is a $d\times n$ matrix with small or binary entries, over finite sets…
In the problem of online unweighted interval selection, the objective is to maximize the number of non-conflicting intervals accepted by the algorithm. In the conventional online model of irrevocable decisions, there is an Omega(n) lower…
In this article, we consider the problem of unconstrained time-varying convex optimization, where the cost function changes with time. We provide an in-depth technical analysis of the problem and argue why freezing the cost at each time…
Fast algorithms for submodular maximization problems have a vast potential use in applicative settings, such as machine learning, social networks, and economics. Though fast algorithms were known for some special cases, only recently…
We study the profit maximization problem of a cognitive virtual network operator in a dynamic network environment. We consider a downlink OFDM communication system with various network dynamics, including dynamic user demands, uncertain…
Multi-server jobs that request multiple computing resources and hold onto them during their execution dominate modern computing clusters. When allocating the multi-type resources to several co-located multi-server jobs simultaneously in…
In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of…
We study online combinatorial auctions with production costs proposed by Blum et al. using the online primal dual framework. In this model, buyers arrive online, and the seller can produce multiple copies of each item subject to a…
We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given $T$ i.i.d. samples from an underlying distribution arriving online, our algorithm produces…
We introduce and study the problem of dueling optimization with a monotone adversary, which is a generalization of (noiseless) dueling convex optimization. The goal is to design an online algorithm to find a minimizer $\mathbf{x}^{*}$ for a…
We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…
We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…
We introduce a novel approach to reduce the computational effort of solving mixed-integer convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the…
In the Online Machine Covering problem jobs, defined by their sizes, arrive one by one and have to be assigned to $m$ parallel and identical machines, with the goal of maximizing the load of the least-loaded machine. In this work, we study…
Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…
We study a class of procurement auctions with a budget constraint, where an auctioneer is interested in buying resources or services from a set of agents. Ideally, the auctioneer would like to select a subset of the resources so as to…
In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…
In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…