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We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…

Optimization and Control · Mathematics 2023-07-31 Hendrik Kleikamp , Martin Lazar , Cesare Molinari

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-09-28 Naram Mhaisen , George Iosifidis , Douglas Leith

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

We revisit the online bipartite matching problem on $d$-regular graphs, for which Cohen and Wajc (SODA 2018) proposed an algorithm with a competitive ratio of $1-2\sqrt{H_d/d} = 1-O(\sqrt{(\log d)/d})$ and showed that it is asymptotically…

Data Structures and Algorithms · Computer Science 2025-10-02 Yilong Feng , Haolong Li , Xiaowei Wu , Shengwei Zhou

Given a set of $n$ vectors in $\mathbb{R}^d$, the goal of the \emph{determinant maximization} problem is to pick $k$ vectors with the maximum volume. Determinant maximization is the MAP-inference task for determinantal point processes (DPP)…

Data Structures and Algorithms · Computer Science 2023-09-28 Siddharth Gollapudi , Sepideh Mahabadi , Varun Sivashankar

In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-10-21 Naram Mhaisen , George Iosifidis , Douglas Leith

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

Recommendation systems focus on helping users find items of interest in the situations of information overload, where users' preferences are typically estimated by the past observed behaviors. In contrast, conversational recommendation…

Computation and Language · Computer Science 2022-03-29 Ting-Chun Wang , Shang-Yu Su , Yun-Nung Chen

Marketing optimization, commonly formulated as an online budget allocation problem, has emerged as a pivotal factor in driving user growth. Most existing research addresses this problem by following the principle of 'first predict then…

Machine Learning · Computer Science 2025-06-03 Xiaohan Wang , Yu Zhang , Guibin Jiang , Bing Cheng , Wei Lin

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

The secretary problem is a classic model for online decision making. Recently, combinatorial extensions such as matroid or matching secretary problems have become an important tool to study algorithmic problems in dynamic markets. Here the…

Data Structures and Algorithms · Computer Science 2017-08-28 Martin Hoefer , Bojana Kodric

We study how an e-commerce firm should make real-time fulfillment decisions in a two-layer distribution network when multi-item customer orders arrive sequentially and future demand is unknown. The central managerial tension is whether to…

Machine Learning · Computer Science 2026-05-26 Xi Chen , Yuze Chen , Ziyi Chen , Yuan Zhou

We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…

Machine Learning · Computer Science 2026-03-30 Dhruv Sarkar , Aprameyo Chakrabartty , Subhamon Supantha , Palash Dey , Abhishek Sinha

The assortment problem in revenue management is the problem of deciding which subset of products to offer to consumers in order to maximise revenue. A simple and natural strategy is to select the best assortment out of all those that are…

Data Structures and Algorithms · Computer Science 2019-02-22 Gerardo Berbeglia , Gwenaël Joret

The Kaczmarz method is an iterative algorithm for solving systems of linear equalities and inequalities, that iteratively projects onto these constraints. Recently, Strohmer and Vershynin [J. Fourier Anal. Appl., 15(2):262-278, 2009] gave a…

Numerical Analysis · Mathematics 2016-12-26 Julie Nutini , Behrooz Sepehry , Issam Laradji , Mark Schmidt , Hoyt Koepke , Alim Virani

This paper considers the resource allocation problem in an Orthogonal Frequency Division Multiple Access (OFDMA) based cognitive radio (CR) network, where the CR base station adopts full overlay scheme to transmit both private and open…

Networking and Internet Architecture · Computer Science 2014-12-30 Xingzheng Zhu , Bo Yang , Cailian Chen , Liang Xue , Xinping Guan , Fan Wu

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

We study the online multi-class selection problem with group fairness guarantees, where limited resources must be allocated to sequentially arriving agents. Our work addresses two key limitations in the existing literature. First, we…

Machine Learning · Computer Science 2025-10-27 Faraz Zargari , Hossein Nekouyan , Lyndon Hallett , Bo Sun , Xiaoqi Tan

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee
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