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We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…

Machine Learning · Statistics 2023-11-17 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…

Optimization and Control · Mathematics 2024-04-04 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Shima Kheradmand

In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…

Machine Learning · Computer Science 2017-09-14 Lin Yang , Cheng Tan , Wing Shing Wong

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

Online Resource Allocation problem is a central problem in many areas of Computer Science, Operations Research, and Economics. In this problem, we sequentially receive $n$ stochastic requests for $m$ kinds of shared resources, where each…

Data Structures and Algorithms · Computer Science 2025-05-07 Rohan Ghuge , Sahil Singla , Yifan Wang

Online algorithms are usually analyzed using the notion of competitive ratio which compares the solution obtained by the algorithm to that obtained by an online adversary for the worst possible input sequence. Often this measure turns out…

Data Structures and Algorithms · Computer Science 2014-10-08 Anamitra Roy Choudhury , Syamantak Das , Naveen Garg , Amit Kumar

We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…

Optimization and Control · Mathematics 2020-12-21 Jiashuo Jiang , Jiawei Zhang

A basic combinatorial online resource allocation problem is considered, where multiple servers have individual capacity constraints, and at each time slot, a set of jobs arrives, that have potentially different weights to different servers.…

Data Structures and Algorithms · Computer Science 2015-12-02 Ajil Jalal , Rahul Vaze , Umang Bhaskar

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

The weighted $k$-server is a variant of the $k$-server problem, where the cost of moving a server is the server's weight times the distance through which it moves. The problem is famous for its intriguing properties and for evading standard…

Data Structures and Algorithms · Computer Science 2025-10-28 Adithya Bijoy , Ankit Mondal , Ashish Chiplunkar

Online learning constitutes a mathematical and compelling framework to analyze sequential decision making problems in adversarial environments. The learner repeatedly chooses an action, the environment responds with an outcome, and then the…

Machine Learning · Computer Science 2012-10-05 Mehrdad Mahdavi , Tianbao Yang , Rong Jin

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

Optimization and Control · Mathematics 2015-02-06 Reza Eghbali , Jon Swenson , Maryam Fazel

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

We analyze the problem of job scheduling with preempting on weighted jobs that can have either linear or exponential penalties. We review relevant literature on the problem and create and describe a few online algorithms that perform…

Data Structures and Algorithms · Computer Science 2023-01-26 Frederick Tang , Fareed Sheriff , Andrew Wang

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on…

Optimization and Control · Mathematics 2014-11-05 Junjie Qin , Yinlam Chow , Jiyan Yang , Ram Rajagopal
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