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math.OC2019★ 2 cited
Stochastic In-Face Frank-Wolfe Methods for Non-Convex Optimization and Sparse Neural Network Training
Paul Grigas, Alfonso Lobos, Nathan Vermeersch
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new…
math.OC2018
Optimal Bidding, Allocation and Budget Spending for a Demand Side Platform Under Many Auction Types
Alfonso Lobos, Paul Grigas, Zheng Wen +1
We develop a novel optimization model to maximize the profit of a Demand-Side Platform (DSP) while ensuring that the budget utilization preferences of the DSP's advertiser clients…
math.OC2017
Profit Maximization for Online Advertising Demand-Side Platforms
Paul Grigas, Alfonso Lobos, Zheng Wen +1
We develop an optimization model and corresponding algorithm for the management of a demand-side platform (DSP), whereby the DSP aims to maximize its own profit while acquiring val…