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Understanding bidding behavior in multi-unit auctions remains an ongoing challenge for researchers. Despite their widespread use, theoretical insights into the bidding behavior, revenue ranking, and efficiency of commonly used multi-unit…

Computer Science and Game Theory · Computer Science 2024-08-09 Peyman Khezr , Kendall Taylor

Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be…

Optimization and Control · Mathematics 2023-09-21 Bryan Van Scoy , John W. Simpson-Porco , Laurent Lessard

The Adwords problem has always been an interesting internet advertising problem. There are many ways to solve the Adwords problem with the adversarial order model, including the Greedy Algorithm, the Balance Algorithm, and the Scale-bid…

Optimization and Control · Mathematics 2019-11-01 Haoqian Li

We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…

Optimization and Control · Mathematics 2016-11-29 William B. Haskell , Yu Pengqian

We investigate the power of randomized algorithms for the maximum cardinality matching (MCM) and the maximum weight matching (MWM) problems in the online preemptive model. In this model, the edges of a graph are revealed one by one and the…

Data Structures and Algorithms · Computer Science 2015-07-03 Ashish Chiplunkar , Sumedh Tirodkar , Sundar Vishwanathan

Auctions for perishable goods such as internet ad inventory need to make real-time allocation and pricing decisions as the supply of the good arrives in an online manner, without knowing the entire supply in advance. These allocation and…

Computer Science and Game Theory · Computer Science 2012-10-05 Gagan Goel , Vahab Mirrokni , Renato Paes Leme

This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty. Traditional methods often fail to leverage contextual…

Machine Learning · Computer Science 2025-05-09 Louis Bouvier , Thibault Prunet , Vincent Leclère , Axel Parmentier

Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms which solve convex optimization problems. When implemented online for streaming data or as dynamic…

Optimization and Control · Mathematics 2021-04-22 John W. Simpson-Porco , Bala Kameshwar Poolla , Nima Monshizadeh , Florian Dorfler

In the context of advertising auctions, finding good reserve prices is a notoriously challenging learning problem. This is due to the heterogeneity of ad opportunity types and the non-convexity of the objective function. In this work, we…

Machine Learning · Computer Science 2017-11-07 Andrés Muñoz Medina , Sergei Vassilvitskii

Neural Algorithmic Reasoning (NAR) trains neural networks to simulate classical algorithms, enabling structured and interpretable reasoning over complex data. While prior research has predominantly focused on learning exact algorithms for…

Machine Learning · Computer Science 2025-06-02 Yu He , Ellen Vitercik

Modern ad auctions allow advertisers to target more specific segments of the user population. Unfortunately, this is not always in the best interest of the ad platform. In this paper, we examine the following basic question in the context…

Computer Science and Game Theory · Computer Science 2019-07-16 Ashwinkumar Badanidiyuru , Kshipra Bhawalkar , Haifeng Xu

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

Numerical Analysis · Computer Science 2014-12-04 Nikos Komodakis , Jean-Christophe Pesquet

We address the problem of learning-augmented online caching in the scenario when each request is accompanied by a prediction of the next occurrence of the requested page. We improve currently known bounds on the competitive ratio of the…

Databases · Computer Science 2025-07-29 Daniel Skachkov , Denis Ponomaryov , Yuri Dorn , Alexander Demin

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

The design of optimal auctions is a problem of interest in economics, game theory and computer science. Despite decades of effort, strategyproof, revenue-maximizing auction designs are still not known outside of restricted settings.…

Computer Science and Game Theory · Computer Science 2021-10-19 Neehar Peri , Michael J. Curry , Samuel Dooley , John P. Dickerson

This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…

Optimization and Control · Mathematics 2023-06-13 Kaixin Du , Min Meng

This paper leverages machine-learned predictions to design competitive algorithms for online conversion problems with the goal of improving the competitive ratio when predictions are accurate (i.e., consistency), while also guaranteeing a…

Machine Learning · Computer Science 2021-09-06 Bo Sun , Russell Lee , Mohammad Hajiesmaili , Adam Wierman , Danny H. K. Tsang

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Optimization and Control · Mathematics 2019-12-04 Xiaokai Chang , Sanyang Liu

Mechanism design, a branch of economics, aims to design rules that can autonomously achieve desired outcomes in resource allocation and public decision making. The research on mechanism design using machine learning is called automated…

Computer Science and Game Theory · Computer Science 2024-12-17 Tsuyoshi Suehara , Koh Takeuchi , Hisashi Kashima , Satoshi Oyama , Yuko Sakurai , Makoto Yokoo

Algorithms increasingly automate bidding in online auctions, raising concerns about tacit bid suppression and revenue shortfalls. Prior work identifies individual mechanisms behind algorithmic bid suppression, but it remains unclear which…

General Economics · Economics 2026-03-24 Pranjal Rawat