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The proliferation of Internet of Things (IoT) devices and the advent of 6G technologies have introduced computationally intensive tasks that often surpass the processing capabilities of user devices. Efficient and secure resource allocation…
With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…
Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…
This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…
This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…
This work proposes an energy-efficient resource provisioning and allocation framework to meet the dynamic demands of future applications. The frequent variations in a cloud user's resource demand lead 'to the problem of excess power…
We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently…
In strategic scenarios where decision-makers operate at different hierarchical levels, traditional optimization methods are often inadequate for handling uncertainties from incomplete information or unpredictable external factors. To fill…
In the past few years, DRL has become a valuable solution to automatically learn efficient resource management strategies in complex networks with time-varying statistics. However, the increased complexity of 5G and Beyond networks requires…
Resource allocation is crucial in the distributed systems. It is a key step in designing the mechanisms of systems for determining the resource allocation mechanism, it is important for obtaining the desired efficiency in the system, plus…
Fog computing is transforming the network edge into an intelligent platform by bringing storage, computing, control, and networking functions closer to end-users, things, and sensors. How to allocate multiple resource types (e.g., CPU,…
Ranking and selection (R&S) aims to identify the alternative with the best mean performance among $k$ simulated alternatives. The practical value of R&S depends on accurate simulation input modeling, which often suffers from the curse of…
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…
We consider the problem of preparing for a disaster season by determining where to open warehouses and how much relief item inventory to preposition in each. Then, after each disaster, prepositioned items are distributed to demand nodes…
Network slicing has been considered as one of the key enablers for 5G to support diversified services and application scenarios. This paper studies the distributed network slicing utilizing both the spectrum resource offered by…
We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…
We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…
Resource allocation for cloud services is a complex task due to the diversity of the services and the dynamic workloads. One way to address this is by overprovisioning which results in high cost due to the unutilized resources. A much more…
Systems for processing big data---e.g., Hadoop, Spark, and massively parallel databases---need to run workloads on behalf of multiple tenants simultaneously. The abundant disk-based storage in these systems is usually complemented by a…
Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…