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We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

We focus on analyzing the classical stochastic projected gradient methods under a general dependent data sampling scheme for constrained smooth nonconvex optimization. We show the worst-case rate of convergence $\tilde{O}(t^{-1/4})$ and…

Optimization and Control · Mathematics 2023-06-26 Ahmet Alacaoglu , Hanbaek Lyu

We analyse an algorithm solving stochastic mean-payoff games, combining the ideas of relative value iteration and of Krasnoselskii-Mann damping. We derive parameterized complexity bounds for several classes of games satisfying…

Optimization and Control · Mathematics 2023-05-05 Marianne Akian , Stéphane Gaubert , Ulysse Naepels , Basile Terver

We introduce the abstract problem of rounding an unknown fractional bipartite $b$-matching $\bf{x}$ revealed online (e.g., output by an online fractional algorithm), exposed node-by-node on~one~side. The objective is to maximize the…

Data Structures and Algorithms · Computer Science 2024-10-30 Joseph , Naor , Aravind Srinivasan , David Wajc

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

We explore the fundamental limits of distributed balls-into-bins algorithms. We present an adaptive symmetric algorithm that achieves a bin load of two in log* n+O(1) communication rounds using O(n) messages in total. Larger bin loads can…

Computational Complexity · Computer Science 2011-03-01 Christoph Lenzen , Roger Wattenhofer

Given real numbers whose sum is an integer, we study the problem of finding integers which match these real numbers as closely as possible, in the sense of L^p norm, while preserving the sum. We describe the structure of solutions for this…

Data Structures and Algorithms · Computer Science 2015-01-05 Rama Cont , Massoud Heidari

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…

Artificial Intelligence · Computer Science 2022-05-24 Valentin Antuori , Florian Richoux

Let A be a matrix, c be any linear objective function and x be a fractional vector, say an LP solution to some discrete optimization problem. Then a recurring task in theoretical computer science (and in approximation algorithms in…

Data Structures and Algorithms · Computer Science 2011-04-26 Thomas Rothvoss

We present a unified framework for designing and analyzing algorithms for online budgeted allocation problems (including online matching) and their generalization, the Online Generalized Assignment Problem (OnGAP). These problems have been…

Data Structures and Algorithms · Computer Science 2013-08-27 Rad Niazadeh , Robert D. Kleinberg

We consider constrained sampling problems in paid research studies or clinical trials. When qualified volunteers are more than the budget allowed, we recommend a D-optimal sampling strategy based on the optimal design theory and develop a…

Methodology · Statistics 2024-05-27 Yifei Huang , Liping Tong , Jie Yang

Many algorithms that are originally designed without explicitly considering incentive properties are later combined with simple pricing rules and used as mechanisms. The resulting mechanisms are often natural and simple to understand. But…

Computer Science and Game Theory · Computer Science 2015-12-01 Paul Dütting , Thomas Kesselheim , Éva Tardos

We study a variant of the parallel Moser-Tardos Algorithm. We prove that if we restrict attention to a class of problems whose dependency graphs have subexponential growth, then the expected total number of random bits used by the algorithm…

Combinatorics · Mathematics 2026-04-27 Endre Csóka , Łukasz Grabowski , András Máthé , Oleg Pikhurko , Konstantinos Tyros

Auto-bidding problem under a strict return-on-spend constraint (ROSC) is considered, where an algorithm has to make decisions about how much to bid for an ad slot depending on the revealed value, and the hidden allocation and payment…

Computer Science and Game Theory · Computer Science 2025-05-26 Rahul Vaze , Abhishek Sinha

In this paper we present a reformulation--framed as a constrained optimization problem--of multi-robot tasks which are encoded through a cost function that is to be minimized. The advantages of this approach are multiple. The…

Robotics · Computer Science 2019-09-04 Gennaro Notomista , Magnus Egerstedt

We consider a variant of the online caching problem where the items exhibit dependencies among each other: an item can reside in the cache only if all its dependent items are also in the cache. The dependency relations can form any directed…

Data Structures and Algorithms · Computer Science 2024-01-31 Julien Dallot , Amirmehdi Jafari Fesharaki , Maciej Pacut , Stefan Schmid

We consider the problem of developing automated techniques for solving recurrence relations to aid the expected-runtime analysis of programs. Several classical textbook algorithms have quite efficient expected-runtime complexity, whereas…

Programming Languages · Computer Science 2017-05-02 Krishnendu Chatterjee , Hongfei Fu , Aniket Murhekar

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong