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In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…

Numerical Analysis · Mathematics 2022-10-12 Monika Eisenmann , Tony Stillfjord

We formulate and study the algorithmic mechanism design problem for a general class of resource allocation settings, where the center redistributes the private resources brought by individuals. Money transfer is forbidden. Distinct from the…

Computer Science and Game Theory · Computer Science 2015-03-24 Qipeng Liu , Yicheng Liu , Pingzhong Tang

Real-world problems such as ad allocation and matching have been extensively studied under the lens of combinatorial optimization. In several applications, uncertainty in the input appears naturally and this has led to the study of online…

Data Structures and Algorithms · Computer Science 2022-09-23 Vasilis Livanos

We study the basic allocation problem of assigning resources to players so as to maximize fairness. This is one of the few natural problems that enjoys the intriguing status of having a better estimation algorithm than approximation…

Data Structures and Algorithms · Computer Science 2016-11-24 Chidambaram Annamalai , Christos Kalaitzis , Ola Svensson

We study the online load balancing problem on unrelated machines, with the objective of minimizing the square of the $\ell_2$ norm of the loads on the machines. The greedy algorithm of Awerbuch et al. (STOC'95) is optimal for deterministic…

Data Structures and Algorithms · Computer Science 2025-11-06 Sander Borst , Danish Kashaev

A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…

Machine Learning · Computer Science 2022-02-10 Toon Vanderschueren , Bart Baesens , Tim Verdonck , Wouter Verbeke

Unsplittable flow problems cover a wide range of telecommunication and transportation problems and their efficient resolution is key to a number of applications. In this work, we study algorithms that can scale up to large graphs and…

Data Structures and Algorithms · Computer Science 2023-03-29 François Lamothe , Emmanuel Rachelson , Alain Haït , Cedric Baudoin , Jean-Baptiste Dupe

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

We consider discrete allocation problem where $m$ indivisible goods are to be divided among $n$ agents. When agents' valuations are additive, the well-known cycle cancelling lemma by Lenstra, Shmoys, and Tardos plays a key role in design…

Computer Science and Game Theory · Computer Science 2025-11-27 Chandra Chekuri , Pooja Kulkarni , Ruta Mehta , Jan Vondrak

We study the arbitrary cost case of the unweighted Stochastic Score Classification (SSClass) problem. We show two constant approximation algorithms and both algorithms are 6-approximation non-adaptive algorithms with respect to the optimal…

Data Structures and Algorithms · Computer Science 2022-12-06 Naifeng Liu

Online resource allocation problems are central challenges in economics and computer science, modeling situations in which $n$ items arriving one at a time must each be immediately allocated among $m$ agents. In such problems, our objective…

Data Structures and Algorithms · Computer Science 2025-10-14 Kalen Patton

We present an overview of randomized orthogonalization techniques that construct a well-conditioned basis whose sketch is orthonormal. Randomized orthogonalization has recently emerged as a powerful paradigm for reducing the computational…

Numerical Analysis · Mathematics 2025-12-18 Jean-Guillaume de Damas , Laura Grigori , Igor Simunec , Edouard Timsit

We establish essentially optimal bounds on the complexity of initial-value problems in the randomized and quantum settings. For this purpose we define a sequence of new algorithms whose error/cost properties improve from step to step. These…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

In this paper, we study output feedback selection in linear time-invariant structured systems. We assume that the inputs and the outputs are dedicated, i.e., each input directly actuates a single state and each output directly senses a…

Optimization and Control · Mathematics 2019-04-01 Aishwary Joshi , Shana Moothedath , Prasanna Chaporkar

Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-25 Deepak Narayanan , Fiodar Kazhamiaka , Firas Abuzaid , Peter Kraft , Akshay Agrawal , Srikanth Kandula , Stephen Boyd , Matei Zaharia

Simulation-based ranking and selection (R&S) is a popular technique for optimizing discrete-event systems (DESs). It evaluates the mean performance of system designs by simulation outputs and aims to identify the best system design from a…

Optimization and Control · Mathematics 2025-04-14 Zirui Cao , Haowei Wang , Ek Peng Chew , Haobin Li , Kok Choon Tan

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

Enormous successes have been made by quantum algorithms during the last decade. In this paper, we combine the quantum game with the problem of data clustering, and then develop a quantum-game-based clustering algorithm, in which data points…

Machine Learning · Computer Science 2015-05-13 Qiang Li , Yan He , Jing-ping Jiang

We present three algorithms with formal correctness guarantees and complexity bounds for the problem of selecting a diverse, multi-locale set of sources from ranked search results. First, we formulate weighted locale allocation as a…

Data Structures and Algorithms · Computer Science 2026-02-19 Faruk Alpay , Levent Sarioglu

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith