相关论文: Online Convex Covering and Packing Problems
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…
In this paper, we study the online class cover problem where a (finite or infinite) family $\cal F$ of geometric objects and a set ${\cal P}_r$ of red points in $\mathbb{R}^d$ are given a prior, and blue points from $\mathbb{R}^d$ arrives…
We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request…
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…
In online convex optimization, some efficient algorithms have been designed for each of the individual classes of objective functions, e.g., convex, strongly convex, and exp-concave. However, existing regret analyses, including those of…
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…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…
We consider the setting of online computation with advice, and study the bin packing problem and a number of scheduling problems. We show that it is possible, for any of these problems, to arbitrarily approach a competitive ratio of $1$…
We consider the online version of the piercing set problem, where geometric objects arrive one by one, and the online algorithm must maintain a valid piercing set for the already arrived objects by making irrevocable decisions. It is easy…
Matrix factorization (MF) is a versatile learning method that has found wide applications in various data-driven disciplines. Still, many MF algorithms do not adequately scale with the size of available datasets and/or lack…
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…
In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…
This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…
A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…
We introduce and study a family of online metric problems with long-term constraints. In these problems, an online player makes decisions $\mathbf{x}_t$ in a metric space $(X,d)$ to simultaneously minimize their hitting cost…
We introduce a natural online allocation problem that connects several of the most fundamental problems in online optimization. Let $M$ be an $n$-point metric space. Consider a resource that can be allocated in arbitrary fractions to the…
We consider the online vector packing problem in which we have a $d$ dimensional knapsack and items $u$ with weight vectors $\mathbf{w}_u \in \mathbb{R}_+^d$ arrive online in an arbitrary order. Upon the arrival of an item, the algorithm…
Suppose a set of requests arrives online: each request gives some value $v_i$ if accepted, but requires using some amount of each of $d$ resources. Our cost is a convex function of the vector of total utilization of these $d$ resources.…