Related papers: The Min-Cost Matching with Concave Delays Problem

In this paper, we study the minimal cost constrained input-output (I/O) and control configuration co-design problem. Given a linear time-invariant plant, where a collection of possible inputs and outputs is known a priori, we aim to…

This paper studies second-order methods for convex-concave minimax optimization. Monteiro and Svaiter (2012) proposed a method to solve the problem with an optimal iteration complexity of $\mathcal{O}(\epsilon^{-3/2})$ to find an…

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

We study the problem of computing a full Conjunctive Query in parallel using $p$ heterogeneous machines. Our computational model is similar to the MPC model, but each machine has its own cost function mapping from the number of bits it…

Let M be an n X n symmetric cost matrix. Assume that D is a derangement in M, i.e.,a set of disjoint cycles consisting of edges that contains all of the n points of M. The modified Floyd-Warshall algorithm applied to (D')^-1(M^-)A^- (where…

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

We study ratio-induced mismatch costs of the form $c(s,o)=J(\iota_S(s)/\iota_O(o))$, built from positive scale maps $\iota_S:S\to(0,\infty)$ and $\iota_O:O\to(0,\infty)$ and a penalty $J:(0,\infty)\to[0,\infty)$. Assuming inversion…

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

This paper is motivated by the fact that many systems need to be maintained continually while the underlying costs change over time. The challenge is to continually maintain near-optimal solutions to the underlying optimization problems,…

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

We present a new approach, called a lazy matching, to the problem of on-line matching on bipartite graphs. Imagine that one side of a graph is given and the vertices of the other side are arriving on-line. Originally, incoming vertex is…

The starting point of this paper is the problem of scheduling $n$ jobs with processing times and due dates on a single machine so as to minimize the total processing time of tardy jobs, i.e., $1||\sum p_j U_j$. This problem was identified…

In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…

We consider online fractional covering problems with a convex objective, where the covering constraints arrive over time. Formally, we want to solve $\min\,\{f(x) \mid Ax\ge \mathbf{1},\, x\ge 0\},$ where the objective function…

Convex duality for two two different super--replication problems in a continuous time financial market with proportional transaction cost is proved. In this market, static hedging in a finite number of options, in addition to usual dynamic…

We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the…

We investigate online maximum cardinality matching, a central problem in ad allocation. In this problem, users are revealed sequentially, and each new user can be paired with any previously unmatched campaign that it is compatible with.…

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Energy saving is becoming an important issue in the design and use of computer networks. In this work we propose a problem that considers the use of rate adaptation as the energy saving strategy in networks. The problem is modeled as an…