Search Results for author: Alfonso Lobos

Found 3 papers, 1 papers with code

Joint Online Learning and Decision-making via Dual Mirror Descent

no code implementations20 Apr 2021 Alfonso Lobos, Paul Grigas, Zheng Wen

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost.

Decision Making

Stochastic In-Face Frank-Wolfe Methods for Non-Convex Optimization and Sparse Neural Network Training

1 code implementation9 Jun 2019 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.

Profit Maximization for Online Advertising Demand-Side Platforms

no code implementations6 Jun 2017 Paul Grigas, Alfonso Lobos, Zheng Wen, Kuang-Chih Lee

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 valuable impressions for its advertiser clients.

Optimization and Control Computer Science and Game Theory

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