117 citations · 704 across the 174 of their papers we have counts for
8 papers · 1 filter
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…
Limiting Behaviors of Nonconvex-Nonconcave Minimax Optimization via Continuous-Time Systems
Benjamin Grimmer, Haihao Lu, Pratik Worah +1
Unlike nonconvex optimization, where gradient descent is guaranteed to converge to a local optimizer, algorithms for nonconvex-nonconcave minimax optimization can have topologicall…
Regularized Online Allocation Problems: Fairness and Beyond
Santiago Balseiro, Haihao Lu, Vahab Mirrokni
Online allocation problems with resource constraints have a rich history in operations research. In this paper, we introduce the \emph{regularized online allocation problem}, a var…
The Landscape of the Proximal Point Method for Nonconvex-Nonconcave Minimax Optimization
Benjamin Grimmer, Haihao Lu, Pratik Worah +1
Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are often nonconv…
Dual Mirror Descent for Online Allocation Problems
Haihao Lu, Santiago Balseiro, Vahab Mirrokni
We consider online allocation problems with concave revenue functions and resource constraints, which are central problems in revenue management and online advertising. In these se…
Contextual Reserve Price Optimization in Auctions via Mixed-Integer Programming
Joey Huchette, Haihao Lu, Hossein Esfandiari +1
We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. Fi…