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This paper considers a class of real-time stochastic optimization problems dependent on an unknown probability distribution. In the considered scenario, data is streaming frequently while trying to reach a decision. Thus, we aim to devise a…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Sonia Martinez

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

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the…

Optimization and Control · Mathematics 2022-01-12 Louis Sharrock , Nikolas Kantas

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

We consider the problem of online resource allocation with average budget constraints. At each time point the decision maker makes an irrevocable decision of whether to accept or reject a request before the next request arrives with the…

Methodology · Statistics 2025-09-29 Ruicheng Ao , Hongyu Chen , David Simchi-Levi , Feng Zhu

In this paper we present improved bounds for approximating maximum matchings in bipartite graphs in the streaming model. First, we consider the question of how well maximum matching can be approximated in a single pass over the input using…

Data Structures and Algorithms · Computer Science 2021-03-18 Michael Kapralov

We investigate the finite-time analysis of finding ($\delta,\epsilon$)-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at minimizing a global function using only their local…

Optimization and Control · Mathematics 2024-06-04 Emre Sahinoglu , Shahin Shahrampour

This paper considers the recently popular beyond-worst-case algorithm analysis model which integrates machine-learned predictions with online algorithm design. We consider the online Steiner tree problem in this model for both directed and…

Machine Learning · Computer Science 2023-03-21 Chenyang Xu , Benjamin Moseley

We initiate the study of online routing problems with predictions, inspired by recent exciting results in the area of learning-augmented algorithms. A learning-augmented online algorithm which incorporates predictions in a black-box manner…

Data Structures and Algorithms · Computer Science 2022-07-01 Hsiao-Yu Hu , Hao-Ting Wei , Meng-Hsi Li , Kai-Min Chung , Chung-Shou Liao

We present deterministic and randomized algorithms for the problem of online packet routing in grids in the competitive network throughput model \cite{AKOR}. In this model the network has nodes with bounded buffers and bounded link…

Data Structures and Algorithms · Computer Science 2014-09-02 Guy Even , Moti Medina

We consider the online Minimum-Cost Perfect Matching with Delays (MPMD) problem introduced by Emek et al. (STOC 2016), in which a general metric space is given, and requests are submitted in different times in this space by an adversary.…

Data Structures and Algorithms · Computer Science 2018-08-08 Yossi Azar , Amit Jacob-Fanani

For many computational problems involving randomness, intricate geometric features of the solution space have been used to rigorously rule out powerful classes of algorithms. This is often accomplished through the lens of the multi Overlap…

Computational Complexity · Computer Science 2023-02-14 David Gamarnik , Eren C. Kızıldağ , Will Perkins , Changji Xu

We consider the Vector Scheduling problem on identical machines: we have m machines, and a set J of n jobs, where each job j has a processing-time vector $p_j\in \mathbb{R}^d_{\geq 0}$. The goal is to find an assignment $\sigma:J\to [m]$ of…

Data Structures and Algorithms · Computer Science 2021-11-16 Sharat Ibrahimpur , Chaitanya Swamy

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…

Machine Learning · Statistics 2026-05-11 Shinsaku Sakaue , Yuichi Yoshida

We resolve the fundamental problem of online decoding with general $n^{th}$ order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline…

Machine Learning · Computer Science 2019-05-31 Vikas K. Garg , Tamar Pichkhadze

We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time $t$, an online…

Data Structures and Algorithms · Computer Science 2024-07-23 Mark Braverman , Mahsa Derakhshan , Tristan Pollner , Amin Saberi , David Wajc

The discrepancy between two independent samples \(X_1,\dots,X_n\) and \(Y_1,\dots,Y_n\) drawn from the same distribution on $\mathbb{R}^d$ typically has order \(O(\sqrt{n})\) even in one dimension. We give a simple online algorithm that…

Probability · Mathematics 2026-01-23 Gleb Smirnov , Roman Vershynin

Online prediction methods are typically presented as serial algorithms running on a single processor. However, in the age of web-scale prediction problems, it is increasingly common to encounter situations where a single processor cannot…

Machine Learning · Computer Science 2012-02-01 Ofer Dekel , Ran Gilad-Bachrach , Ohad Shamir , Lin Xiao

Consider n nodes connected to a single coordinator. Each node receives an individual online data stream of numbers and, at any point in time, the coordinator has to know the k nodes currently observing the largest values, for a given k…

Data Structures and Algorithms · Computer Science 2016-10-28 Alexander Mäcker , Manuel Malatyali , Friedhelm Meyer auf der Heide