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This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

计算机科学与博弈论 · 计算机科学 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

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…

机器学习 · 计算机科学 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each…

最优化与控制 · 数学 2017-08-15 Hao Yu , Michael J. Neely , Xiaohan Wei

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

机器学习 · 计算机科学 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

机器学习 · 统计学 2025-03-14 Jordan Lekeufack , Michael I. Jordan

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…

数据结构与算法 · 计算机科学 2011-12-07 Siddharth Barman , Seeun Umboh , Shuchi Chawla , David Malec

We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general…

机器学习 · 计算机科学 2020-01-27 Yiheng Lin , Gautam Goel , Adam Wierman

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

机器学习 · 计算机科学 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

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…

数据结构与算法 · 计算机科学 2024-04-03 Calum MacRury , Will Ma , Nathaniel Grammel

Auto-bidding problem under a strict return-on-spend constraint (ROSC) is considered, where an algorithm has to make decisions about how much to bid for an ad slot depending on the revealed value, and the hidden allocation and payment…

计算机科学与博弈论 · 计算机科学 2025-05-26 Rahul Vaze , Abhishek Sinha

We introduce a new rounding technique designed for online optimization problems, which is related to contention resolution schemes, a technique initially introduced in the context of submodular function maximization. Our rounding technique,…

数据结构与算法 · 计算机科学 2015-10-15 Moran Feldman , Ola Svensson , Rico Zenklusen

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…

机器学习 · 计算机科学 2024-10-29 Abhishek Sinha , Rahul Vaze

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

机器学习 · 计算机科学 2021-06-30 Uri Sherman , Tomer Koren , Yishay Mansour

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…

数据结构与算法 · 计算机科学 2024-07-15 Adam Lechowicz , Nicolas Christianson , Bo Sun , Noman Bashir , Mohammad Hajiesmaili , Adam Wierman , Prashant Shenoy

We consider the online convex optimization (OCO) problem with quadratic and linear switching cost in the limited information setting, where an online algorithm can choose its action using only gradient information about the previous…

机器学习 · 计算机科学 2023-10-19 Spandan Senapati , Rahul Vaze

We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

最优化与控制 · 数学 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman

We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…

计算机科学与博弈论 · 计算机科学 2021-10-26 Farzaneh Farhadi , Maria Chli , Nicholas R. Jennings

Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairness over time. We study a general online decision-making…

最优化与控制 · 数学 2026-02-13 Rui Chen , Oktay Gunluk , Andrea Lodi , Guanyi Wang

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…

最优化与控制 · 数学 2017-02-20 Michael J. Neely , Hao Yu

We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an algorithm that we term Optimistically Safe OCO (OSOCO) and…

机器学习 · 计算机科学 2025-07-16 Spencer Hutchinson , Tianyi Chen , Mahnoosh Alizadeh
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