Related papers: Resource allocation problems with expensive functi…
Conventionally, the resource allocation is formulated as an optimization problem and solved online with instantaneous scenario information. Since most resource allocation problems are not convex, the optimal solutions are very difficult to…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
The random cost problem is the problem of finding the minimum in an exponentially long list of random numbers. By definition, this problem cannot be solved faster than by exhaustive search. It is shown that a classical NP-hard optimization…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
We present an optimization-based approach to stochastic control problems with nonclassical information structures. We cast these problems equivalently as optimization prob- lems on joint distributions. The resulting problems are necessarily…
This paper addresses join wireless and computing resource allocation in mobile edge computing (MEC) systems with several access points and with the possibility that users connect to many access points, and utilize the computation capability…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…
Decentralized resource allocation is a key problem for large-scale autonomic (or self-managing) computing systems. Motivated by a data center scenario, we explore efficient techniques for resolving resource conflicts via cooperative…
In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such problems arise, for example, as a subproblem of demand matrix…
In this paper, we consider two sequential decision making problems with a convexity structure, namely an energy storage optimization task and a multi-product assembly example. We formulate these problems in the stochastic programming…
Many problems in applied mathematics require root finding algorithms. Unfortunately, root finding methods have limitations. Firstly, regarding the convergence, there is a trade-off between the size of it's domain and it's rate. Secondly the…
This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…
The challenge of spatial resource allocation is pervasive across various domains such as transportation, industry, and daily life. As the scale of real-world issues continues to expand and demands for real-time solutions increase,…
We can achieve significant gains in the value of computation by metareasoning about the nature or extent of base-level problem solving before executing a solution. However, resources that are irrevocably committed to metareasoning are not…
Efficiently allocating treatments with a budget constraint constitutes an important challenge across various domains. In marketing, for example, the use of promotions to target potential customers and boost conversions is limited by the…
In this article, we study a Radio Resource Allocation (RRA) that was formulated as a non-convex optimization problem whose main aim is to maximize the spectral efficiency subject to satisfaction guarantees in multiservice wireless systems.…
We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…
The pooling problem has applications, e.g., in petrochemical refining, water networks, and supply chains and is widely studied in global optimization. To date, it has largely been treated deterministically, neglecting the influence of…