online ad schedulers

Abstract: We study constrained online convex optimization with adversarial convex losses and constraints ($\mathsf{COCO}$). At each round \(t\in[T]\), a learner selects \(x_t\) from a \(d\)-dimensional convex decision set \(\mathcal X\), after which an adaptive adversary reveals a convex cost function \(f_t\) and constraint function \(g_t\). Consequently, the learner incurs cost \(f_t(x_t)\) and constraint violation \(\max\{0,g_t(x_t)\}\), and aims to simultaneously minimize regret and cumulative constraint violation ($\mathsf{CCV}$) over the entire horizon. Existing algorithms achieve \(O(\sqrt{T})\) regret and \(\widetilde O(\sqrt{T})\) $\mathsf{CCV}$. We show that an online policy can achieve \(O(\sqrt{T\log T})\) regret and \(O(\log^2 T)\) $\mathsf{CCV}$, reducing the $\mathsf{CCV}$ from polynomial to polylogarithmic while retaining near-optimal regret. Our approach combines continuous Hedge with elimination on shrinking feasible sets. The key observation is that whenever the mean of the Hedge distribution violates a constraint, Grünbaum's inequality guarantees that a constant fraction of the Hedge probability mass is eliminated. We use an adaptive learning-rate schedule and a potential function coupling the surviving volume with the learning rate to convert this probability-mass reduction into a bound of \(O(\log^2 T)\) on the $\mathsf{CCV}$.

Abstract: In the classical prophet inequality, an algorithm observes a sequence of random variables with known distributions in an online fashion, and it must select one of the random variables with the goal of maximizing the expected value of its selection. The performance of the algorithm is compared to an \textit{omniscient prophet} who observes all of the random variables before having to make its selection. Combinatorial extensions of the classical prophet inequality in which the algorithm gets to pick a subset of the random variables (constrained to belong to some family of feasible sets) have been studied extensively. We study prophet inequalities with a $k$-matchoid constraint (a common generalization of a $k$-matroid intersection constraint and a $k$-bounded hypergraph matching constraint) in two common online arrival models. We give guarantees with respect to the \textit{ex-ante} fractional relaxation of the omniscient prophet, obtaining an ex-ante competitive ratio of $\frac{1}{k+1}$ in the adversarial order case, and $\frac{1-e^{-k}}{k}$ in the random order case. Using the duality framework of Lee and Singla \cite{Lee2018}, this also yields online contention resolution schemes in these settings. Our adversarial-order prophet inequality can be viewed as a generalization of a recent $\frac12$-competitive matroid prophet inequality by Kalantarzadeh and Pashkovich, 2026. This generalization introduces a new framework: coordinated weighted principal partitions across multiple matroids. Our random-order prophet inequality is a generalization of the $k=1$ matroid case of Lee and Singla, 2018. The two results improve previously known competitive ratios for $k$-matroid intersection, which were $\frac{1}{(e+o(1))k}$ and $\frac{1}{k+1}$, respectively.