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Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…
We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing…
We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…
In this paper we present efficient algorithmic solutions for several constrained resource allocation, management and discovery problems. We consider new types of resource allocation models and constraints, and we present new geometric…
This paper considers distributed online convex constrained optimization, in which various agents in a multi-agent system cooperate to minimize a global cost function through communicating with neighbors over a time-varying network. When the…
In this paper, we introduce online knapsack problems with a resource buffer. In the problems, we are given a knapsack with capacity $1$, a buffer with capacity $R\ge 1$, and items that arrive one by one. Each arriving item has to be taken…
This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…
We consider the dynamic resource allocation problem where the decision space is finite-dimensional, yet the solution must satisfy a large or even infinite number of constraints revealed via streaming data or oracle feedback. We model this…
This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…
In this paper we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem, when the corresponding static planning linear program (SPP) exhibits a non-degeneracy condition called the…
We consider the online unrelated-machine load balancing problem with recourse, where the algorithm is allowed to re-assign prior jobs. We give a $(2+\epsilon)$-competitive algorithm for the problem with $O_\epsilon(\log n)$ amortized…
In this paper, we study a class of revenue management problems where the decision maker aims to maximize the total revenue subject to budget constraints on multiple type of resources over a finite horizon. At each time, a new…
We consider a new and general online resource allocation problem, where the goal is to maximize a function of a positive semidefinite (PSD) matrix with a scalar budget constraint. The problem data arrives online, and the algorithm needs to…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…
Reconfigurable optical topologies are a promising new technology to improve datacenter network performance and cope with the explosive growth of traffic. In particular, these networks allow to directly and adaptively connect racks between…
We study the online resource allocation problem in which at each round, a budget $B$ must be allocated across $K$ arms under censored feedback. An arm yields a reward if and only if two conditions are satisfied: (i) the arm is activated…
This paper studies the optimal resource allocation problem within a multi-agent network composed of both autonomous agents and humans. The main challenge lies in the globally coupled constraints that link the decisions of autonomous agents…
We optimize resource allocation to enable communication security in simultaneous wireless information and power transfer (SWIPT) for internet-of-things (IoT) networks. The resource allocation algorithm design is formulated as a non-convex…
We study resource allocation algorithm design for energy-efficient communication in an OFDMA downlink network with hybrid energy harvesting base station. Specifically, an energy harvester and a constant energy source driven by a…
The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…