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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…

Machine Learning · Computer Science 2022-02-10 Toon Vanderschueren , Bart Baesens , Tim Verdonck , Wouter Verbeke

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

Cluster resource allocation is a multidimensional search problem that finds the best allocation of tasks to servers. Because the search space grows exponentially, modern approaches frame it as a mixed integer program (MIP) or a complex set…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-05 Obi Nnorom , Stephen Boyd , Philip Levis

We consider the problem of optimal budget allocation for crowdsourcing problems, allocating users to tasks to maximize our final confidence in the crowdsourced answers. Such an optimized worker assignment method allows us to boost the…

Machine Learning · Computer Science 2017-02-28 Angela Zhou , Irineo Cabreros , Karan Singh

Extremal optimization is a new general-purpose method for approximating solutions to hard optimization problems. We study the method in detail by way of the NP-hard graph partitioning problem. We discuss the scaling behavior of extremal…

Statistical Mechanics · Physics 2009-11-07 S. Boettcher , A. G. Percus

We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…

Optimization and Control · Mathematics 2020-12-21 Jiashuo Jiang , Jiawei Zhang

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

Optimistic parallelization is a promising approach for the parallelization of irregular algorithms: potentially interfering tasks are launched dynamically, and the runtime system detects conflicts between concurrent activities, aborting and…

Programming Languages · Computer Science 2012-06-28 Francesco Versaci , Keshav Pingali

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Optimization and Control · Mathematics 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino

Resource allocation in distributed and networked systems such as the Cloud is becoming increasingly flexible, allowing these systems to dynamically adjust toward the workloads they serve, in a demand-aware manner. Online balanced…

Data Structures and Algorithms · Computer Science 2024-10-24 Harald Räcke , Stefan Schmid , Ruslan Zabrodin

Algorithms typically come with tunable parameters that have a considerable impact on the computational resources they consume. Too often, practitioners must hand-tune the parameters, a tedious and error-prone task. A recent line of research…

Machine Learning · Computer Science 2020-11-24 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

Today's global supply chains face growing challenges due to rapidly changing market conditions, increased network complexity and inter-dependency, and dynamic uncertainties in supply, demand, and other factors. To combat these challenges,…

Optimization and Control · Mathematics 2025-02-18 Zhaoyang Larry Jin , Mehdi Maasoumy , Yimin Liu , Zeshi Zheng , Zizhuo Ren

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…

Machine Learning · Statistics 2020-01-17 Xavier Fontaine , Shie Mannor , Vianney Perchet

In this paper, we show how a resource allocation problem can be solved through Integer Linear Programming (ILP). A detailed illustrative example is presented, together with an exhaustive overview of the mathematical model. The size of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-29 Filip De Turck

Spatial optimization problems (SOPs) are characterized by spatial relationships governing the decision variables, objectives, and/or constraint functions. In this article, we focus on a specific type of SOP called spatial partitioning,…

Optimization and Control · Mathematics 2022-08-08 Subhodip Biswas , Fanglan Chen , Zhiqian Chen , Chang-Tien Lu , Naren Ramakrishnan

An effective technique for solving optimization problems over massive data sets is to partition the data into smaller pieces, solve the problem on each piece and compute a representative solution from it, and finally obtain a solution…

Data Structures and Algorithms · Computer Science 2015-06-23 Vahab Mirrokni , Morteza Zadimoghaddam

To enable safe and efficient use of multi-robot systems in everyday life, a robust and fast method for coordinating their actions must be developed. In this paper, we present a distributed task allocation and scheduling algorithm for…

This paper explores the use of Answer Set Programming (ASP) in solving Distributed Constraint Optimization Problems (DCOPs). The paper provides the following novel contributions: (1) It shows how one can formulate DCOPs as logic programs;…

Multiagent Systems · Computer Science 2017-05-12 Tiep Le , Tran Cao Son , Enrico Pontelli , William Yeoh