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We present the Stochastic alternate Linearization Method (StochaLM), a token-based method for distributed optimization. This algorithm finds the solution of a consensus optimization problem by solving a sequence of subproblems where some…
In e-commerce advertising, the ad platform usually relies on auction mechanisms to optimize different performance metrics, such as user experience, advertiser utility, and platform revenue. However, most of the state-of-the-art auction…
Many modern schedulers can dynamically adjust their service capacity to match the incoming workload. At the same time, however, unpredictability and instability in service capacity often incur operational and infrastructure costs. In this…
We discuss an online decentralized decision making problem where the agents are coupled with affine inequality constraints. Alternating Direction Method of Multipliers (ADMM) is used as the computation engine and we discuss the convergence…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
Online social networks have become the medium for efficient viral marketing exploiting social influence in information diffusion. However, the emerging application Social Coupon (SC) incorporating social referral into coupons cannot be…
We consider a setting where $p$ public resources are to be allocated among $n$ competing and strategic agents so as to maximize social welfare (the objects should be allocated to those who value them the most). This is called allocative…
This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…
Many real-world multi-agent systems exhibit nonlinear dynamics and complex inter-agent interactions. As these systems increase in scale, the main challenges arise from achieving scalability and handling nonconvexity. To address these…
Multi-touch attribution (MTA) estimates the relative contributions of the multiple ads a user may see prior to any observed conversions. Increasingly, advertisers also want to base budget and bidding decisions on these attributions,…
Collaborative Metric Learning (CML) has recently emerged as a popular method in recommendation systems (RS), closing the gap between metric learning and collaborative filtering. Following the convention of RS, existing practices exploit…
Fair Influence Maximization (FIM) seeks to mitigate disparities in influence across different groups and has recently garnered increasing attention. A widely adopted notion of fairness in FIM is the maximin constraint, which directly…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…
We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…
We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…
Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…
Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…
Influence maximization is the problem of finding a small subset of nodes in a network that can maximize the diffusion of information. Recently, it has also found application in HIV prevention, substance abuse prevention, micro-finance…