Related papers: Improved Approximation Algorithms for the Joint Re…
We study the repeated optimal stopping problem, in which the same optimal stopping instance with an unknown distribution is solved repeatedly over $T$ rounds. We aim to simultaneously achieve strong per-round performance guarantees relative…
Individual fairness guarantees are often desirable properties to have, but they become hard to formalize when the dataset contains outliers. Here, we investigate the problem of developing an individually fair $k$-means clustering algorithm…
We prove a general result demonstrating the power of Lagrangian relaxation in solving constrained maximization problems with arbitrary objective functions. This yields a unified approach for solving a wide class of {\em subset selection}…
Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…
Joint object matching, also known as multi-image matching, namely, the problem of finding consistent partial maps among all pairs of objects within a collection, is a crucial task in many areas of computer vision. This problem subsumes…
We pursue a study of the Generalized Demand Matching problem, a common generalization of the $b$-Matching and Knapsack problems. Here, we are given a graph with vertex capacities, edge profits, and asymmetric demands on the edges. The goal…
The Continuous Periodic Joint Replenishment Problem (CPJRP) has been one of the core and most studied problems in supply chain management for the last half a century. Nonetheless, despite the vast effort put into studying the problem, its…
Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…
In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…
We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…
We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…
The max-min fair allocation problem seeks an allocation of resources to players that maximizes the minimum total value obtained by any player. Each player $p$ has a non-negative value $v_{pr}$ on resource $r$. In the restricted case, we…
We study the Maximum Budgeted Allocation problem, i.e., the problem of selling a set of $m$ indivisible goods to $n$ players, each with a separate budget, such that we maximize the collected revenue. Since the natural assignment LP is known…
Many reinforcement learning algorithms can be seen as versions of approximate policy iteration (API). While standard API often performs poorly, it has been shown that learning can be stabilized by regularizing each policy update by the…
We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…
Asadpour, Feige, and Saberi proved that the integrality gap of the configuration LP for the restricted max-min allocation problem is at most $4$. However, their proof does not give a polynomial-time approximation algorithm. A lot of efforts…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
The ever-increasing integration of stochastic renewable energy sources into power systems operation is making the supply-demand balance more challenging. While joint chance-constrained methods are equipped to model these complexities and…
The main contribution of this paper resides in developing a new algorithmic approach for addressing the continuous-time joint replenishment problem, termed $\Psi$-pairwise alignment. The latter mechanism, through which we synchronize…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…