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We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

Machine Learning · Computer Science 2022-10-14 Daniel Lee , Georgy Noarov , Mallesh Pai , Aaron Roth

Consider an oracle which takes a point $x$ and returns the minimizer of a convex function $f$ in an $\ell_2$ ball of radius $r$ around $x$. It is straightforward to show that roughly $r^{-1}\log\frac{1}{\epsilon}$ calls to the oracle…

Optimization and Control · Mathematics 2020-03-19 Yair Carmon , Arun Jambulapati , Qijia Jiang , Yujia Jin , Yin Tat Lee , Aaron Sidford , Kevin Tian

A local algorithm is a distributed algorithm where each node must operate solely based on the information that was available at system startup within a constant-size neighbourhood of the node. We study the applicability of local algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-09-09 Patrik Floréen , Petteri Kaski , Topi Musto , Jukka Suomela

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

We consider discrete best approximation problems in the setting of tropical algebra, which is concerned with the theory and application of algebraic systems with idempotent operations. Given a set of input--output pairs of an unknown…

Numerical Analysis · Mathematics 2025-11-18 Nikolai Krivulin

Complex polynomial optimization has recently gained more and more attention in both theory and practice. In this paper, we study the optimization of a real-valued general conjugate complex form over various popular constraint sets including…

Optimization and Control · Mathematics 2016-12-08 Taoran Fu , Bo Jiang , Zhening Li

We study the problem of computing maximin share guarantees, a recently introduced fairness notion. Given a set of $n$ agents and a set of goods, the maximin share of a single agent is the best that she can guarantee to herself, if she would…

Computer Science and Game Theory · Computer Science 2018-06-12 Georgios Amanatidis , Evangelos Markakis , Afshin Nikzad , Amin Saberi

A lexicographic maximum of a set $X \subseteq \mathbb{R}^n$ is a vector in $X$ whose smallest component is as large as possible, and subject to that requirement, whose second smallest component is as large as possible, and so on for the…

Optimization and Control · Mathematics 2024-05-03 Jacob Abernethy , Robert E. Schapire , Umar Syed

In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…

Data Structures and Algorithms · Computer Science 2018-04-18 Eric Balkanski , Aviad Rubinstein , Yaron Singer

Operations research applications often pose multicriteria problems. Mathematical research on multicriteria problems predominantly revolves around the set of Pareto optimal solutions, while in practice, methods that output a single solution…

Data Structures and Algorithms · Computer Science 2013-03-12 Christina Büsing , Kai-Simon Goetzmann , Jannik Matuschke , Sebastian Stiller

We study the basic allocation problem of assigning resources to players so as to maximize fairness. This is one of the few natural problems that enjoys the intriguing status of having a better estimation algorithm than approximation…

Data Structures and Algorithms · Computer Science 2016-11-24 Chidambaram Annamalai , Christos Kalaitzis , Ola Svensson

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Optimization and Control · Mathematics 2016-08-30 Akhil P T , Rajesh Sundaresan

Combinatorial optimization problems are prevalent across a wide variety of domains. These problems are often nuanced, their optimal solutions might not be efficiently obtainable, and they may require lots of time and compute resources to…

Machine Learning · Computer Science 2025-07-03 Akshay Sathiya , Rohit Pandey

Submodular function optimization has numerous applications in machine learning and data analysis, including data summarization which aims to identify a concise and diverse set of data points from a large dataset. It is important to…

Data Structures and Algorithms · Computer Science 2023-04-11 Shaojie Tang , Jing Yuan , Twumasi Mensah-Boateng

The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

We study the problem of finding a small subset of items that is \emph{agreeable} to all agents, meaning that all agents value the subset at least as much as its complement. Previous work has shown worst-case bounds, over all instances with…

Computer Science and Game Theory · Computer Science 2019-02-06 Pasin Manurangsi , Warut Suksompong

Parameterized convex minorant (PCM) method is proposed for the approximation of the objective function in amortized optimization. In the proposed method, the objective function approximator is expressed by the sum of a PCM and a nonnegative…

Machine Learning · Computer Science 2023-11-13 Jinrae Kim , Youdan Kim

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

Optimization and Control · Mathematics 2023-11-21 Yifan Ran

The aim of this literature is to illustrate the application of multi-objective optimization routines through a case study of face milling operation. For this purpose, the face milling operation is designed as a multi-objective optimization…

Optimization and Control · Mathematics 2023-01-24 Nazmul Hasan

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson