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In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

We investigate the problem of unconstrained combinatorial multi-armed bandits with full-bandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone…

Machine Learning · Computer Science 2023-02-03 Fares Fourati , Vaneet Aggarwal , Christopher John Quinn , Mohamed-Slim Alouini

We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the subset of problems in which the objective function is submodular. We propose the…

Optimization and Control · Mathematics 2024-05-03 Antoine Lesage-Landry , Julien Pallage

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.…

Data Structures and Algorithms · Computer Science 2024-10-28 Flore Sentenac , Nathan Noiry , Matthieu Lerasle , Laurent Ménard , Vianney Perchet

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

Data Structures and Algorithms · Computer Science 2023-10-20 Duksang Lee , William Overman , Dabeen Lee

Motivated by online advertisement and exchange settings, greedy randomized algorithms for the maximum matching problem have been studied, in which the algorithm makes (random) decisions that are essentially oblivious to the input graph. Any…

Data Structures and Algorithms · Computer Science 2013-07-12 T-H. Hubert Chan , Fei Chen , Xiaowei Wu , Zhichao Zhao

Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the…

Probability · Mathematics 2025-06-04 Omar Besbes , Yash Kanoria , Akshit Kumar

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

Collective communications are ubiquitous in parallel applications. We present two new algorithms for performing a reduction. The operation associated with our reduction needs to be associative and commutative. The two algorithms are…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-10-18 Bradley R. Lowery , Julien Langou

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Benjamin Biggs , James McMahon , Philip Baldoni , Daniel J. Stilwell

This paper addresses resource allocation problem with a separable objective function under a single linear constraint, formulated as maximizing $\sum_{j=1}^{n}R_j(x_j)$ subject to $\sum_{j=1}^{n}x_j=k$ and $x_j\in\{0,\dots,m\}$. While…

Data Structures and Algorithms · Computer Science 2025-09-10 Song Cao , Taikun Zhu , Kai Jin

We study online weighted bipartite matching of reusable resources where an adversarial sequence of requests for resources arrive over time. A resource that is matched is 'used' for a random duration, drawn independently from a…

Data Structures and Algorithms · Computer Science 2023-04-10 Jackie Baek , Shixin Wang

This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…

Machine Learning · Computer Science 2016-08-30 Ian Gemp , Sridhar Mahadevan

In this paper, we propose a probabilistic game-theoretic model to study the properties of the worst-case regret of the greedy strategy under complete (Knightian) uncertainty. In a game between a decision-maker (DM) and an adversarial agent…

Computer Science and Game Theory · Computer Science 2025-02-12 Kristijan Atanasov , Mehmet Ismail , Frederik Mallmann-Trenn

This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for…

Machine Learning · Computer Science 2025-05-20 Congyuan Duan , Wanteng Ma , Jiashuo Jiang , Dong Xia

We describe a parallel approximation algorithm for maximizing monotone submodular functions subject to hereditary constraints on distributed memory multiprocessors. Our work is motivated by the need to solve submodular optimization problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Shivaram Gopal , S M Ferdous , Hemanta K. Maji , Alex Pothen

We study the dynamic pooling of multiple orders into a single trip, a strategy widely adopted by online delivery platforms. When an order has to be dispatched, the platform must determine which (if any) of the available orders to pool it…

Data Structures and Algorithms · Computer Science 2026-01-13 Hongyao Ma , Will Ma , Matias Romero

We enable efficient and effective coordination in unpredictable environments, i.e., in environments whose future evolution is unknown a priori and even adversarial. We are motivated by the future of autonomy that involves multiple robots…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Zirui Xu , Hongyu Zhou , Vasileios Tzoumas

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on…

Optimization and Control · Mathematics 2014-11-05 Junjie Qin , Yinlam Chow , Jiyan Yang , Ram Rajagopal

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