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This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We present a novel approach to finding the $k$-sink on dynamic path networks with general edge capacities. Our first algorithm runs in $O(n \log n + k^2 \log^4 n)$ time, where $n$ is the number of vertices on the given path, and our second…

Data Structures and Algorithms · Computer Science 2016-09-07 Binay Bhattacharya , Mordecai J. Golin , Yuya Higashikawa , Tsunehiko Kameda , Naoki Katoh

In this paper, we propose new algorithms for evacuation problems defined on dynamic flow networks. A dynamic flow network is a directed graph in which source nodes are given supplies (i.e., the number of evacuees) and a single sink node is…

Data Structures and Algorithms · Computer Science 2023-03-01 Yuya Higashikawa , Naoki Katoh , Junichi Teruyama , Yuki Tokuni

In this paper, we consider an online optimization problem over $T$ rounds where at each step $t\in[T]$, the algorithm chooses an action $x_t$ from the fixed convex and compact domain set $\mathcal{K}$. A utility function $f_t(\cdot)$ is…

Machine Learning · Computer Science 2021-06-16 Omid Sadeghi , Prasanna Raut , Maryam Fazel

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

Dynamic Flows were introduced by Ford and Fulkerson in 1958 to model flows over time. They define edge capacities to be the total amount of flow that can enter an edge {\em in one time unit}. Each edge also has a length, representing the…

Data Structures and Algorithms · Computer Science 2017-10-02 Mordecai J. Golin , Hadi Khodabande , Bo Qin

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

Machine Learning · Computer Science 2021-02-16 Aadirupa Saha , Nagarajan Natarajan , Praneeth Netrapalli , Prateek Jain

This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Lihua Xie , Tianyou Chai , Tao Yang

We consider the problem of the Zinkevich (2003)-style dynamic regret minimization in online learning with exp-concave losses. We show that whenever improper learning is allowed, a Strongly Adaptive online learner achieves the dynamic regret…

Machine Learning · Computer Science 2021-07-06 Dheeraj Baby , Yu-Xiang Wang

In this paper, we study dynamic regret in unconstrained online convex optimization (OCO) with movement costs. Specifically, we generalize the standard setting by allowing the movement cost coefficients $\lambda_t$ to vary arbitrarily over…

Machine Learning · Computer Science 2026-02-09 Emmanuel Esposito , Andrew Jacobsen , Hao Qiu , Mengxiao Zhang

In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…

Machine Learning · Computer Science 2025-05-23 Shinsaku Sakaue , Taira Tsuchiya , Han Bao , Taihei Oki

We examine the dynamic network flow problem under the assumption that the flow consists of discrete units. The dynamic network flow problem is commonly addressed in the context of developing evacuation plans, where the flow is typically…

Data Structures and Algorithms · Computer Science 2024-04-26 Bubai Manna , Bodhayan Roy , Vorapong Suppakitpaisarn

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

The tolerance of an element of a combinatorial optimization problem with respect to a given optimal solution is the maximum change, i.e., decrease or increase, of its cost, such that this solution remains optimal. The bottleneck path…

Data Structures and Algorithms · Computer Science 2024-10-02 Kirill V. Kaymakov , Dmitry S. Malyshev

A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…

Machine Learning · Computer Science 2023-01-25 Rahul Vaze

Facility location problems aim to identify the best locations to set up new services. Majority of the existing works typically assume that the users are static. However, there exists a wide array of services such as fuel stations, ATMs,…

Databases · Computer Science 2019-08-05 Shubhadip Mitra , Priya Saraf , Arnab Bhattacharya

The Fixed-Charge Network Flow problem is a well-studied NP-hard problem that has the goal of finding a flow in a network where fixed edge costs are incurred, regardless of the amount of flow hosted by the edge. In this paper, we consider…

Data Structures and Algorithms · Computer Science 2024-07-30 Daniel Olson , Caleb Eardley , Sean Yaw

This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…

Networking and Internet Architecture · Computer Science 2017-01-19 M. Sadegh Talebi , Zhenhua Zou , Richard Combes , Alexandre Proutiere , Mikael Johansson

We investigate the problem of designing a minimum cost flow network interconnecting n sources and a single sink, each with known locations and flows. The network may contain other unprescribed nodes, known as Steiner points. For concave…

Optimization and Control · Mathematics 2020-02-25 M. G. Volz , M. Brazil , K. J. Swanepoel , D. A. Thomas

We study the Stochastic Shortest Path (SSP) problem in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent has no prior knowledge about the costs and dynamics of the…

Machine Learning · Computer Science 2021-12-10 Alon Cohen , Yonathan Efroni , Yishay Mansour , Aviv Rosenberg