Related papers: An Efficient Algorithm for Minimizing Ordered Norm…
Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…
We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…
We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of…
We describe a randomized algorithm for producing a near-optimal hierarchical off-diagonal low-rank (HODLR) approximation to an $n\times n$ matrix $\mathbf{A}$, accessible only though matrix-vector products with $\mathbf{A}$ and…
Online load balancing for heterogeneous machines aims to minimize the makespan (maximum machine workload) by scheduling arriving jobs with varying sizes on different machines. In the adversarial setting, where an adversary chooses not only…
We consider the problem of locating a nearest descriptor system of prescribed reduced order to a descriptor system with large order with respect to the ${\mathcal L}_\infty$ norm. Widely employed approaches such as the balanced truncation…
One approach for reducing run time and improving efficiency of machine learning is to reduce the convergence rate of the optimization algorithm used. Shuffling is an algorithm technique that is widely used in machine learning, but it only…
We model equilibrium allocations in a distribution network as the solution of a linear program (LP) which minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that once a given node's supply…
We give a polynomial time reduction from vector scheduling problem (VS) to generalized load balancing problem (GLB). This reduction gives the first non-trivial online algorithm for VS where vectors come in an online fashion. The online…
In this paper, we propose a new method based on the Sliding Algorithm from Lan(2016, 2019) for the convex composite optimization problem that includes two terms: smooth one and non-smooth one. Our method uses the stochastic noised…
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…
Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…
We discuss one of the most fundamental scheduling problem of processing jobs on a single machine to minimize the weighted flow time (weighted response time). Our main result is a $O(\log P)$-competitive algorithm, where $P$ is the…
Online resource allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints, with applications ranging from online advertising to revenue management. In this work, we study a broader setting…
Energy saving is becoming an important issue in the design and use of computer networks. In this work we propose a problem that considers the use of rate adaptation as the energy saving strategy in networks. The problem is modeled as an…
We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…
We consider the problem of deterministic load balancing of tokens in the discrete model. A set of $n$ processors is connected into a $d$-regular undirected network. In every time step, each processor exchanges some of its tokens with each…
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…
The Hybrid Online Learning Problem, where features are drawn i.i.d. from an unknown distribution but labels are generated adversarially, is a well-motivated setting positioned between statistical and fully-adversarial online learning. Prior…
Online Contention Resolution Schemes (OCRS's) represent a modern tool for selecting a subset of elements, subject to resource constraints, when the elements are presented to the algorithm sequentially. OCRS's have led to some of the…