There has long been a competition between simulation and optimization in the modeling of problems in transportation and logistics, machine scheduling and similar highdimensional p...
We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded er...
Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
We consider a process called Group Network Formation Game, which represents the scenario when strategic agents are building a network together. In our game, agents can have extrem...
This paper describes a general framework for converting online game playing algorithms into constrained convex optimization algorithms. This framework allows us to convert the wel...