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We consider a new and general online resource allocation problem, where the goal is to maximize a function of a positive semidefinite (PSD) matrix with a scalar budget constraint. The problem data arrives online, and the algorithm needs to…

Optimization and Control · Mathematics 2019-04-09 Reza Eghbali , James Saunderson , Maryam Fazel

We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources where an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a…

Data Structures and Algorithms · Computer Science 2024-09-17 Vineet Goyal , Garud Iyengar , Rajan Udwani

This paper combines two key ingredients for online algorithms - competitive analysis (e.g. the competitive ratio) and advice complexity (e.g. the number of advice bits needed to improve online decisions) - in the context of a simple online…

Computer Science and Game Theory · Computer Science 2020-06-30 Martin Aleksandrov , Toby Walsh

This paper studies an online cost optimization problem for distributed storage and access. The goal is to dynamically create and delete copies of data objects over time at geo-distributed servers to serve access requests and minimize the…

Data Structures and Algorithms · Computer Science 2025-10-29 Tianyu Zuo , Xueyan Tang , Bu Sung Lee , Jianfei Cai

Online optimization covers problems such as online resource allocation, online bipartite matching, adwords (a central problem in e-commerce and advertising), and adwords with separable concave returns. We analyze the worst case competitive…

Data Structures and Algorithms · Computer Science 2016-11-03 Reza Eghbali , Maryam Fazel

We propose a new approach to competitive analysis in online scheduling by introducing the novel concept of competitive-ratio approximation schemes. Such a scheme algorithmically constructs an online algorithm with a competitive ratio…

Data Structures and Algorithms · Computer Science 2012-11-01 Elisabeth Günther , Olaf Maurer , Nicole Megow , Andreas Wiese

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive…

Data Structures and Algorithms · Computer Science 2020-09-23 Ying Cao , Bo Sun , Danny H. K. Tsang

A speed scaling problem is considered, where time is divided into slots, and jobs with payoff $v$ arrive at the beginning of the slot with associated deadlines $d$. Each job takes one slot to be processed, and multiple jobs can be processed…

Data Structures and Algorithms · Computer Science 2017-11-15 Goonwanth Reddy , Rahul Vaze

This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…

Machine Learning · Computer Science 2021-01-11 Guanya Shi , Yiheng Lin , Soon-Jo Chung , Yisong Yue , Adam Wierman

Several well-studied online resource allocation problems can be formulated in terms of infinite, increasing sequences of positive values, in which each element is associated with a corresponding allocation value. Examples include problems…

Data Structures and Algorithms · Computer Science 2021-11-10 Spyros Angelopoulos , Diogo Arsénio , Shahin Kamali

We study a general online combinatorial auction problem in algorithmic mechanism design. A provider allocates multiple types of capacity-limited resources to customers that arrive in a sequential and arbitrary manner. Each customer has a…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

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 present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

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

We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…

Computer Science and Game Theory · Computer Science 2021-11-16 Yasushi Kawase , Hanna Sumita

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

Optimization and Control · Mathematics 2024-02-08 Toni Greif , Louis Bouvier , Christoph M. Flath , Axel Parmentier , Sonja U. K. Rohmer , Thibaut Vidal