72 citations · 263 across the 31 of their papers we have counts for
31 papers
Online Ad Procurement in Non-stationary Autobidding Worlds
Jason Cheuk Nam Liang, Haihao Lu, Baoyu Zhou
Today's online advertisers procure digital ad impressions through interacting with autobidding platforms: advertisers convey high level procurement goals via setting levers such as…
On the Geometry and Refined Rate of Primal-Dual Hybrid Gradient for Linear Programming
Haihao Lu, Jinwen Yang
We study the convergence behaviors of primal-dual hybrid gradient (PDHG) for solving linear programming (LP). PDHG is the base algorithm of a new general-purpose first-order method…
On a Unified and Simplified Proof for the Ergodic Convergence Rates of PPM, PDHG and ADMM
Haihao Lu, Jinwen Yang
We present a unified viewpoint of proximal point method (PPM), primal-dual hybrid gradient (PDHG) and alternating direction method of multipliers (ADMM) for solving convex-concave…
A Field Guide for Pacing Budget and ROS Constraints
Santiago R. Balseiro, Kshipra Bhawalkar, Zhe Feng +4
Budget pacing is a popular service that has been offered by major internet advertising platforms since their inception. Budget pacing systems seek to optimize advertiser returns su…
On the Infimal Sub-differential Size of Primal-Dual Hybrid Gradient Method and Beyond
Haihao Lu, Jinwen Yang
Primal-dual hybrid gradient method (PDHG, a.k.a. Chambolle and Pock method) is a well-studied algorithm for minimax optimization problems with a bilinear interaction term. Recently…
Analysis of Dual-Based PID Controllers through Convolutional Mirror Descent
Santiago R. Balseiro, Haihao Lu, Vahab Mirrokni +1
Dual-based proportional-integral-derivative (PID) controllers are often employed in practice to solve online allocation problems with global constraints, such as budget pacing in o…