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In this paper, we exploit linear programming duality in the online setting (i.e., where input arrives on the fly) from the unique perspective of designing lower bounds on the competitive ratio. In particular, we provide a general technique…

Data Structures and Algorithms · Computer Science 2016-04-07 Yossi Azar , Ilan Reuven Cohen , Alan Roytman

Non-linear, especially convex, objective functions have been extensively studied in recent years in which approaches relies crucially on the convexity property of cost functions. In this paper, we present primal-dual approaches based on…

Data Structures and Algorithms · Computer Science 2017-08-17 Nguyen Kim Thang

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 online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…

Performance · Computer Science 2024-12-20 Qiulin Lin , Hanling Yi , John Pang , Minghua Chen , Adam Wierman , Michael Honig , Yuanzhang Xiao

The domain of online algorithms with predictions has been extensively studied for different applications such as scheduling, caching (paging), clustering, ski rental, etc. Recently, Bamas et al., aiming for an unified method, have provided…

Data Structures and Algorithms · Computer Science 2021-10-04 Nguyen Kim Thang , Christoph Durr

We consider the problem of maximizing a non-monotone DR-submodular function subject to a cardinality constraint. Diminishing returns (DR) submodularity is a generalization of the diminishing returns property for functions defined over the…

Data Structures and Algorithms · Computer Science 2017-09-05 Ali Khodabakhsh , Evdokia Nikolova

We reinterpret some online greedy algorithms for a class of nonlinear "load-balancing" problems as solving a mathematical program online. For example, we consider the problem of assigning jobs to (unrelated) machines to minimize the sum of…

Data Structures and Algorithms · Computer Science 2011-09-28 Anupam Gupta , Ravishankar Krishnaswamy , Kirk Pruhs

We study a cache network in which intermediate nodes equipped with caches can serve requests. We model the problem of jointly optimizing caching and routing decisions with link capacity constraints over an arbitrary network topology. This…

Networking and Internet Architecture · Computer Science 2023-02-07 Yuanyuan Li , Yuchao Zhang , Stratis Ioannidis , Jon Crowcroft

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

Submodular function maximization has been studied extensively in recent years under various constraints and models. The problem plays a major role in various disciplines. We study a natural online variant of this problem in which elements…

Data Structures and Algorithms · Computer Science 2015-01-26 Niv Buchbinder , Moran Feldman , Roy Schwartz

We consider a new and general online resource allocation problem, where the goal is to maximize a function of a positive semidefinite (PSD) matrix with a scalar budget constraint. The problem data arrives online, and the algorithm needs to…

Optimization and Control · Mathematics 2019-04-09 Reza Eghbali , James Saunderson , Maryam Fazel

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

Optimization and Control · Mathematics 2015-02-06 Reza Eghbali , Jon Swenson , Maryam Fazel

We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…

Computer Science and Game Theory · Computer Science 2024-03-05 Matteo Castiglioni , Andrea Celli , Christian Kroer

In this paper, we consider online continuous DR-submodular maximization with linear stochastic long-term constraints. Compared to the prior work on online submodular maximization, our setting introduces the extra complication of stochastic…

Optimization and Control · Mathematics 2021-05-24 Prasanna Sanjay Raut , Omid Sadeghi , Maryam Fazel

Primal-dual methods in online optimization give several of the state-of-the art results in both of the most common models: adversarial and stochastic/random order. Here we try to provide a more unified analysis of primal-dual algorithms to…

Data Structures and Algorithms · Computer Science 2020-11-04 Marco Molinaro

Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…

Data Structures and Algorithms · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene , Huy L. Nguyen

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

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…

Machine Learning · Statistics 2024-06-04 Kihyuk Hong , Ambuj Tewari

We study online scheduling problems on a single processor that can be viewed as extensions of the well-studied problem of minimizing total weighted flow time. In particular, we provide a framework of analysis that is derived by duality…

Data Structures and Algorithms · Computer Science 2021-01-08 Spyros Angelopoulos , Giorgio Lucarelli , Nguyen Kim Thang
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