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We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…

Machine Learning · Computer Science 2021-02-19 Elad Hazan , Karan Singh

This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…

Optimization and Control · Mathematics 2017-02-20 Michael J. Neely , Hao Yu

Set cover and hitting set are fundamental problems in combinatorial optimization which are well-studied in the offline, online, and dynamic settings. We study the geometric versions of these problems and present new online and dynamic…

Computational Geometry · Computer Science 2023-03-17 Arindam Khan , Aditya Lonkar , Saladi Rahul , Aditya Subramanian , Andreas Wiese

We investigate deterministic non-preemptive online scheduling with delayed commitment for total completion time minimization on parallel identical machines. In this problem, jobs arrive one-by-one and their processing times are revealed…

Data Structures and Algorithms · Computer Science 2022-07-19 Uwe Schwiegelshohn

Recently, there were introduced important classes of relatively smooth, relatively continuous, and relatively strongly convex optimization problems. These concepts have significantly expanded the class of problems for which optimal…

Optimization and Control · Mathematics 2023-03-07 Oleg Savchuk , Fedor Stonyakin , Mohammad Alkousa , Rida Zabirova , Alexander Titov , Alexander Gasnikov

In this book, I introduce the basic concepts of Online Learning through the modern view of Online Convex Optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I present first-order…

Machine Learning · Computer Science 2026-04-28 Francesco Orabona

We reinterpret some online greedy algorithms for a class of nonlinear "load-balancing" problems as solving a mathematical program online. For example, we consider the problem of assigning jobs to (unrelated) machines to minimize the sum of…

Data Structures and Algorithms · Computer Science 2011-09-28 Anupam Gupta , Ravishankar Krishnaswamy , Kirk Pruhs

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

Machine Learning · Computer Science 2012-10-01 Mehrdad Mahdavi , Rong Jin , Tianbao Yang

We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the…

Machine Learning · Computer Science 2017-08-24 Wojciech Kotłowski

This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…

Optimization and Control · Mathematics 2026-02-18 Zhaoye Pan , Haozhe Lei , Fan Zuo , Zilin Bian , Tao Li

Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…

Optimization and Control · Mathematics 2024-01-17 Xiaokai Chang , Junfeng Yang , Hongchao Zhang

Clustering is a fundamental problem in unsupervised learning. Popular methods like K-means, may suffer from poor performance as they are prone to get stuck in its local minima. Recently, the sum-of-norms (SON) model (also known as the…

Machine Learning · Computer Science 2018-10-08 Defeng Sun , Kim-Chuan Toh , Yancheng Yuan

We study the problem of meta-learning through the lens of online convex optimization, developing a meta-algorithm bridging the gap between popular gradient-based meta-learning and classical regularization-based multi-task transfer methods.…

Machine Learning · Computer Science 2019-05-17 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

In this paper, we explicitly study the online vertex cover problem, which is a natural generalization of the well-studied ski-rental problem. In the online vertex cover problem, we are required to maintain a monotone vertex cover in a graph…

Data Structures and Algorithms · Computer Science 2013-05-09 Yajun Wang , Sam Chiu-wai Wong

We introduce the batched set cover problem, which is a generalization of the online set cover problem. In this problem, the elements of the ground set that need to be covered arrive in batches. Our main technical contribution is a tight…

Data Structures and Algorithms · Computer Science 2018-11-28 Juan C. Martínez Mori , Samitha Samaranayake

In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…

Optimization and Control · Mathematics 2021-05-06 Pranay Sharma , Prashant Khanduri , Lixin Shen , Donald J. Bucci , Pramod K. Varshney

Motivated by applications in energy-efficient scheduling in data centers, Khuller, Li, and Saha introduced the {\em machine activation} problem as a generalization of the classical optimization problems of set cover and load balancing on…

Data Structures and Algorithms · Computer Science 2012-03-22 Yossi Azar , Debmalya Panigrahi

Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient…

Machine Learning · Computer Science 2015-08-17 Dan Garber , Elad Hazan

An online decision-making problem is a learning problem in which a player repeatedly makes decisions in order to minimize the long-term loss. These problems that emerge in applications often have nonlinear combinatorial objective functions,…

Machine Learning · Computer Science 2024-04-29 Ken Yokoyama , Shinji Ito , Tatsuya Matsuoka , Kei Kimura , Makoto Yokoo

We study online alignment of large language models under misspecified preference feedback, where the observed preference oracle deviates from an ideal but unknown ground-truth oracle. The online LLM alignment problem is a bi-level…

Machine Learning · Computer Science 2026-02-25 Zimeng Li , Mudit Gaur , Vaneet Aggarwal