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We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general…

Machine Learning · Computer Science 2020-01-27 Yiheng Lin , Gautam Goel , Adam Wierman

This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

Machine Learning · Computer Science 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui

We study the measure of order-competitive ratio introduced by Ezra et al. [2023] for online algorithms in Bayesian combinatorial settings. In our setting, a decision-maker observes a sequence of elements that are associated with stochastic…

Computer Science and Game Theory · Computer Science 2023-07-07 Tomer Ezra , Tamar Garbuz

We consider the problem of maximizing a fractionally subadditive function under a knapsack constraint that grows over time. An incremental solution to this problem is given by an order in which to include the elements of the ground set, and…

Data Structures and Algorithms · Computer Science 2023-05-25 Yann Disser , Max Klimm , Annette Lutz , David Weckbecker

A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…

Optimization and Control · Mathematics 2024-05-30 Antoine Lhomme , Nicolas Catusse , Nadia Brauner

In the online bin packing problem, items of sizes in (0,1] arrive online to be packed into bins of size 1. The goal is to minimize the number of used bins. In this paper, we present an online bin packing algorithm with asymptotic…

Data Structures and Algorithms · Computer Science 2018-06-29 Sandy Heydrich , Rob van Stee

We show how to restrict the analysis of a class of online problems that includes the $k$-server problem in finite metrics such that we only have to consider finite sequences of request. When applying the restrictions, both the optimal…

Data Structures and Algorithms · Computer Science 2013-03-13 Tobias Mömke

We provide simple but surprisingly useful direct product theorems for proving lower bounds on online algorithms with a limited amount of advice about the future. As a consequence, we are able to translate decades of research on randomized…

Data Structures and Algorithms · Computer Science 2016-08-22 Jesper W. Mikkelsen

We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…

Optimization and Control · Mathematics 2025-12-18 Roberto Rossi , Steven D. Prestwich , S. Armagan Tarim

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

Machine Learning · Computer Science 2022-07-14 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

Making use of predictions is a crucial, but under-explored, area of online algorithms. This paper studies a class of online optimization problems where we have external noisy predictions available. We propose a stochastic prediction error…

Machine Learning · Computer Science 2015-04-28 Niangjun Chen , Anish Agarwal , Adam Wierman , Siddharth Barman , Lachlan L. H. Andrew

This paper investigates the online conversion problem, which involves sequentially trading a divisible resource (e.g., energy) under dynamically changing prices to maximize profit. A key challenge in online conversion is managing decisions…

Data Structures and Algorithms · Computer Science 2025-02-07 Yanzhao Wang , Hasti Nourmohammadi Sigaroudi , Bo Sun , Omid Ardakanian , Xiaoqi Tan

In this work, we study the single-choice prophet inequality problem, where a gambler faces a sequence of~$n$ online i.i.d. random variables drawn from an unknown distribution. When a variable reveals its value, the gambler needs to decide…

Data Structures and Algorithms · Computer Science 2023-08-23 Bo Li , Xiaowei Wu , Yutong Wu

We propose a novel algorithm for online resource allocation with non-stationary customer arrivals and unknown click-through rates. We assume multiple types of customers arrive in a nonstationary stochastic fashion, with unknown arrival…

Machine Learning · Computer Science 2024-06-04 Xiaoyue Zhang , Hanzhang Qin , Mabel C. Chou

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…

Data Structures and Algorithms · Computer Science 2022-09-20 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

Motivated by Internet targeted advertising, we address several ad allocation problems. Prior work has established these problems admit no randomized online algorithm better than $(1-\frac{1}{e})$-competitive…

Data Structures and Algorithms · Computer Science 2015-04-30 Joseph , Naor , David Wajc

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in…

Data Structures and Algorithms · Computer Science 2020-10-22 Antonios Antoniadis , Themis Gouleakis , Pieter Kleer , Pavel Kolev

In this paper, we consider the online version of the machine minimization problem (introduced by Chuzhoy et al., FOCS 2004), where the goal is to schedule a set of jobs with release times, deadlines, and processing lengths on a minimum…

Discrete Mathematics · Computer Science 2014-03-06 Nikhil Devanur , Konstantin Makarychev , Debmalya Panigrahi , Grigory Yaroslavtsev