相关论文: Computing Walrasian Equilibria: Fast Algorithms an…
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…
In allocation problems, a given set of goods are assigned to agents in such a way that the social welfare is maximised, that is, the largest possible global worth is achieved. When goods are indivisible, it is possible to use money…
Throttling is a popular method of budget management for online ad auctions in which the platform modulates the participation probability of an advertiser in order to smoothly spend her budget across many auctions. In this work, we…
In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial…
We study a classical iterative algorithm for balancing matrices in the $L_\infty$ norm via a scaling transformation. This algorithm, which goes back to Osborne and Parlett \& Reinsch in the 1960s, is implemented as a standard preconditioner…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
We propose a practical inexact augmented Lagrangian method (iALM) for nonconvex problems with nonlinear constraints. We characterize the total computational complexity of our method subject to a verifiable geometric condition, which is…
Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem's regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this…
In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…
We study a central problem in Algorithmic Mechanism Design: constructing truthful mechanisms for welfare maximization in combinatorial auctions with submodular bidders. Dobzinski, Nisan, and Schapira provided the first mechanism that…
In this paper we propose a new efficient approach for numerical calculation of equillibriums in multistage transport problems. In the very core of our approach lies the proper combination of Universal Gradient Method proposed by Yu.…
Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…
Many online platforms, ranging from online retail stores to social media platforms, employ algorithms to optimize their offered assortment of items (e.g., products and contents). These algorithms often focus exclusively on achieving the…
The optimal pricing problem is a fundamental problem that arises in combinatorial auctions. Suppose that there is one seller who has indivisible items and multiple buyers who want to purchase a combination of the items. The seller wants to…
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…
The vanishing ideal of a set of points $X = \{\mathbf{x}_1, \ldots, \mathbf{x}_m\}\subseteq \mathbb{R}^n$ is the set of polynomials that evaluate to $0$ over all points $\mathbf{x} \in X$ and admits an efficient representation by a finite…
We study convex composite optimization problems, where the objective function is given by the sum of a prox-friendly function and a convex function whose subgradients are estimated under heavy-tailed noise. Existing work often employs…
We study the minimum weight basis problem on matroid when elements' weights are uncertain. For each element we only know a set of possible values (an uncertainty area) that contains its real weight. In some cases there exist bases that are…
We develop an algorithm that computes for a given undirected or directed network with flow-dependent piece-wise linear edge cost functions all Wardrop equilibria as a function of the flow demand. Our algorithm is based on Katzenelson's…
The paper contains a computer simulation concerning a basic non-Walrasian equilibrium system, following the Edmond Malinvaud "short side" approach, as far as the price adjustment is concerned, and the sequential Hicksian "weeks" structure…