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We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…

Machine Learning · Computer Science 2022-10-28 Daan Rutten , Nico Christianson , Debankur Mukherjee , Adam Wierman

Stochastic optimization is one of the central problems in Machine Learning and Theoretical Computer Science. In the standard model, the algorithm is given a fixed distribution known in advance. In practice though, one may acquire at a cost…

Data Structures and Algorithms · Computer Science 2023-06-07 Mingchen Ma , Christos Tzamos

Makespan minimization on identical parallel machines is a classical scheduling problem. We consider the online scenario where a sequence of $n$ jobs has to be scheduled non-preemptively on $m$ machines so as to minimize the maximum…

Data Structures and Algorithms · Computer Science 2012-03-09 Susanne Albers , Matthias Hellwig

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

The online knapsack problem is a classic online resource allocation problem in networking and operations research. Its basic version studies how to pack online arriving items of different sizes and values into a capacity-limited knapsack.…

Data Structures and Algorithms · Computer Science 2023-03-16 Bo Sun , Lin Yang , Mohammad Hajiesmaili , Adam Wierman , John C. S. Lui , Don Towsley , Danny H. K. Tsang

In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to…

Machine Learning · Computer Science 2014-03-24 Paul Christiano

This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each…

Optimization and Control · Mathematics 2017-08-15 Hao Yu , Michael J. Neely , Xiaohan Wei

We consider a natural model of online preference aggregation, where sets of preferred items $R_1, R_2, \ldots, R_t$ along with a demand for $k_t$ items in each $R_t$, appear online. Without prior knowledge of $(R_t, k_t)$, the learner…

Machine Learning · Computer Science 2020-11-06 Dimitris Fotakis , Thanasis Lianeas , Georgios Piliouras , Stratis Skoulakis

Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…

Machine Learning · Statistics 2018-06-07 Zalán Borsos , Andreas Krause , Kfir Y. Levy

Optimizing smooth convex functions in stochastic settings, where only noisy estimates of gradients and Hessians are available, is a fundamental problem in optimization. While first-order methods possess a low per-iteration cost, their…

Statistics Theory · Mathematics 2026-02-06 Antoine Godichon-Baggioni , Bruno Portier , Guillaume Sallé

This paper studies an online cost optimization problem for distributed storage and access. The goal is to dynamically create and delete copies of data objects over time at geo-distributed servers to serve access requests and minimize the…

Data Structures and Algorithms · Computer Science 2025-10-29 Tianyu Zuo , Xueyan Tang , Bu Sung Lee , Jianfei Cai

Can one choose a good Huffman code on the fly, without knowing the underlying distribution? Online Slot Allocation (OSA) models this and similar problems: There are n slots, each with a known cost. There are n items. Requests for items are…

Data Structures and Algorithms · Computer Science 2013-10-09 Monik Khare , Claire Mathieu , Neal E. Young

In this paper, we consider the Online Traveling Salesperson Problem (OLTSP) where the locations of the requests are known in advance, but not their arrival times. We study both the open variant, in which the algorithm is not required to…

Data Structures and Algorithms · Computer Science 2022-11-02 Evripidis Bampis , Bruno Escoffier , Niklas Hahn , Michalis Xefteris

In the online metric matching problem, $n$ servers and $n$ requests lie in a metric space. Servers are available upfront, and requests arrive sequentially. An arriving request must be matched immediately and irrevocably to an available…

Data Structures and Algorithms · Computer Science 2026-04-22 Yingxi Li , Ellen Vitercik , Mingwei Yang

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…

Optimization and Control · Mathematics 2023-03-07 Yuwei Chen , Zengde Deng , Yinzhi Zhou , Zaiyi Chen , Yujie Chen , Haoyuan Hu

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

Sorting algorithms have attracted a great deal of attention and study, as they have numerous applications to Mathematics, Computer Science and related fields. In this thesis, we first deal with the mathematical analysis of the Quicksort…

Data Structures and Algorithms · Computer Science 2015-10-05 Vasileios Iliopoulos

We consider TSP with time windows and service time. In this problem we receive a sequence of requests for a service at nodes in a metric space and a time window for each request. The goal of the online algorithm is to maximize the number of…

Data Structures and Algorithms · Computer Science 2015-01-27 Yossi Azar , Adi Vardi

We study the online metric matching problem. There are $m$ servers and $n$ requests located in a metric space, where all servers are available upfront and requests arrive one at a time. Upon the arrival of a new request, it needs to be…

Data Structures and Algorithms · Computer Science 2025-10-16 Mingwei Yang , Sophie H. Yu