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This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while also facing a procurement cost for the total allocation.…

Optimization and Control · Mathematics 2020-12-24 Mitas Ray , Omid Sadeghi , Lillian J. Ratliff , Maryam Fazel

We study resource allocation algorithm design for energy-efficient communication in an OFDMA downlink network with hybrid energy harvesting base station. Specifically, an energy harvester and a constant energy source driven by a…

Information Theory · Computer Science 2013-02-20 Derrick Wing Kwan Ng , Ernest S. Lo , Robert Schober

We consider the Online Rent Minimization problem, where online jobs with release times, deadlines, and processing times must be scheduled on machines that can be rented for a fixed length period of $T$. The objective is to minimize the…

Data Structures and Algorithms · Computer Science 2023-07-03 Enze Sun , Zonghan Yang , Yuhao Zhang

Recent advances in randomized incremental methods for minimizing $L$-smooth $\mu$-strongly convex finite sums have culminated in tight complexity of $\tilde{O}((n+\sqrt{n L/\mu})\log(1/\epsilon))$ and $O(n+\sqrt{nL/\epsilon})$, where…

Machine Learning · Computer Science 2020-02-11 Yossi Arjevani , Amit Daniely , Stefanie Jegelka , Hongzhou Lin

Interval scheduling is a basic problem in the theory of algorithms and a classical task in combinatorial optimization. We develop a set of techniques for partitioning and grouping jobs based on their starting and ending times, that enable…

Data Structures and Algorithms · Computer Science 2023-02-27 Spencer Compton , Slobodan Mitrović , Ronitt Rubinfeld

We consider the problem of recovering an unknown vector from noisy data with the help of projection estimates. The goal is to find a convex combination of these estimates with the minimal risk. We study an aggregation method based on the…

Statistics Theory · Mathematics 2012-06-20 Yu. Golubev

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

This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in…

Optimization and Control · Mathematics 2011-06-30 V. Blanco , S. El-Haj Ben-Ali , J. Puerto

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

We consider the problem of minimizing a composite convex function with two different access methods: an oracle, for which we can evaluate the value and gradient, and a structured function, which we access only by solving a convex…

Optimization and Control · Mathematics 2021-11-30 Xinyue Shen , Alnur Ali , Stephen Boyd

In a recent work, Esmer et al. describe a simple method - Approximate Monotone Local Search - to obtain exponential approximation algorithms from existing parameterized exact algorithms, polynomial-time approximation algorithms and, more…

Data Structures and Algorithms · Computer Science 2023-08-30 Baris Can Esmer , Ariel Kulik , Daniel Marx , Daniel Neuen , Roohani Sharma

We consider the problem of online load balancing under lp-norms: sequential jobs need to be assigned to one of the machines and the goal is to minimize the lp-norm of the machine loads. This generalizes the classical problem of scheduling…

Data Structures and Algorithms · Computer Science 2016-10-31 Marco Molinaro

Motivated by emerging resource allocation and data placement problems such as web caches and peer-to-peer systems, we consider and study a class of resource allocation problems over a network of agents (nodes). In this model, nodes can…

Computer Science and Game Theory · Computer Science 2020-01-07 S. Rasoul Etesami

We study the problem of ranking with submodular valuations. An instance of this problem consists of a ground set $[m]$, and a collection of $n$ monotone submodular set functions $f^1, \ldots, f^n$, where each $f^i: 2^{[m]} \to R_+$. An…

Data Structures and Algorithms · Computer Science 2010-07-16 Yossi Azar , Iftah Gamzu

We find a searching method on ordered lists that surprisingly outperforms binary searching with respect to average query complexity while retaining minmax optimality. The method is shown to require $O(\log_2\log_2 n)$ queries on average…

Data Structures and Algorithms · Computer Science 2021-05-26 I. F. D. Oliveira , R. H. C. Takahashi

Given a convex function $f$ on $\mathbb{R}^n$ with an integer minimizer, we show how to find an exact minimizer of $f$ using $O(n^2 \log n)$ calls to a separation oracle and $O(n^4 \log n)$ time. The previous best polynomial time algorithm…

Data Structures and Algorithms · Computer Science 2023-11-15 Haotian Jiang , Yin Tat Lee , Zhao Song , Lichen Zhang

In the contextual pricing problem a seller repeatedly obtains products described by an adversarially chosen feature vector in $\mathbb{R}^d$ and only observes the purchasing decisions of a buyer with a fixed but unknown linear valuation…

Data Structures and Algorithms · Computer Science 2021-02-25 Allen Liu , Renato Paes Leme , Jon Schneider

The nonlinear programming (NLP) problem to solve distribution-level optimal power flow (D-OPF) poses convergence issues and does not scale well for unbalanced distribution systems. The existing scalable D-OPF algorithms either use…

Optimization and Control · Mathematics 2021-03-02 Rahul Ranjan Jha , Anamika Dubey

We study the shared processor scheduling problem with a single shared processor where a unit time saving (weight) obtained by processing a job on the shared processor depends on the job. A polynomial-time optimization algorithm has been…

Discrete Mathematics · Computer Science 2021-01-19 Dariusz Dereniowski , Wieslaw Kubiak