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Related papers: Extension of Minimax for Algorithmic Lower Bounds

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In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather…

Optimization and Control · Mathematics 2024-03-25 Chanwoo Park , Ernest K. Ryu

In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting…

Data Structures and Algorithms · Computer Science 2007-05-23 Ming-Yang Kao , Stephen R. Tate

This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…

Optimization and Control · Mathematics 2024-04-26 Yankai Lin , Iman Shames , Dragan Nešić

We propose novel resource allocation algorithms that have the objective of finding a good tradeoff between resource reuse and interference avoidance in wireless networks. To this end, we first study properties of functions that relate the…

Signal Processing · Electrical Eng. & Systems 2018-01-19 Qi Liao , R. L. G. Cavalcante

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

We study the problem of optimizing a graph-structured objective function under \emph{adversarial} uncertainty. This problem can be modeled as a two-persons zero-sum game between an Engineer and Nature. The Engineer controls a subset of the…

Computational Engineering, Finance, and Science · Computer Science 2011-11-29 Morteza Ibrahimi , Adel Javanmard , Yashodhan Kanoria , Andrea Montanari

Recently, accelerated algorithms using the anchoring mechanism for minimax optimization and fixed-point problems have been proposed, and matching complexity lower bounds establish their optimality. In this work, we present the surprising…

Optimization and Control · Mathematics 2024-04-25 TaeHo Yoon , Jaeyeon Kim , Jaewook J. Suh , Ernest K. Ryu

This paper deals with a distributed implementation of minimax adaptive control algorithm for networked dynamical systems modeled by a finite set of linear models. To hedge against the uncertainty arising out of finite number of possible…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist

A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…

Machine Learning · Computer Science 2022-10-18 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar , Sergei Vassilvitskii

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

Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…

Machine Learning · Statistics 2020-10-15 James Lucas , Mengye Ren , Irene Kameni , Toniann Pitassi , Richard Zemel

We introduce a transformation framework that can be utilized to develop online algorithms with low $\epsilon$-approximate regret in the random-order model from offline approximation algorithms. We first give a general reduction theorem that…

Machine Learning · Computer Science 2023-10-27 Jing Dong , Yuichi Yoshida

This paper considers the recently popular beyond-worst-case algorithm analysis model which integrates machine-learned predictions with online algorithm design. We consider the online Steiner tree problem in this model for both directed and…

Machine Learning · Computer Science 2023-03-21 Chenyang Xu , Benjamin Moseley

A new algorithm for one-dimensional minimization is described in detail and the results of some tests on practical cases are reported and illustrated. The method requires only punctual computation of the function, and is suitable to be…

Optimization and Control · Mathematics 2017-08-24 Glauco Masotti

We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…

Optimization and Control · Mathematics 2023-12-05 Denys Shcherbak , Natalya Pya Arnqvist

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

Optimization and Control · Mathematics 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

We consider the online bin packing problem under the advice complexity model where the 'online constraint' is relaxed and an algorithm receives partial information about the future requests. We provide tight upper and lower bounds for the…

Data Structures and Algorithms · Computer Science 2013-12-24 Joan Boyar , Shahin Kamali , Kim S. Larsen , Alejandro López-Ortiz

In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…

Optimization and Control · Mathematics 2023-07-24 Nicola Bastianello , Ruggero Carli , Sandro Zampieri

The extension of classical online algorithms when provided with predictions is a new and active research area. In this paper, we extend the primal-dual method for online algorithms in order to incorporate predictions that advise the online…

Machine Learning · Computer Science 2020-10-23 Étienne Bamas , Andreas Maggiori , Ola Svensson

Recent work has extended the theoretical analysis of boosting algorithms to multiclass problems and to online settings. However, the multiclass extension is in the batch setting and the online extensions only consider binary classification.…

Machine Learning · Statistics 2018-02-27 Young Hun Jung , Jack Goetz , Ambuj Tewari