The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems
Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, …
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to St…
The Frank--Wolfe method is a popular algorithm for solving large-scale convex optimization problems appearing in structured statistical learning. However, the traditional Frank--Wolfe method can on…
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