Schedule/Lectures

Morning sessions from 9 to 11, Afternoon sessions from 14 to 16.

First week

Monday 18/2 afternoon: introduction, Christoph: Basic concepts. Doubling technique explained on the cow path problem. Quick introduction into linear programming,
Tuesday 19/2 morning: Thắng/Yến: Learning from Experts.
Tuesday 19/2 afternoon: Christoph: Duality, the primal dual algorithm.
Wednesday 20/2 morning: Thắng/Yến: Introduction to Online Convex Optimization and Applications.
Wednesday 20/2 afternoon: Christoph: Online Paging.
Thursday 21/2 morning: Thắng/Yến: Gradient Descent.
Thursday 21/2 afternoon: Christoph: Online routing.
Friday 22/2 morning: Hưng: Introduction to Stochastic Programming.
Friday 22/2 afternoon: Hưng: Duality and Optimality.

Monday 25/2 morning: Hưng: Decomposition methods.
Monday 25/2 afternoon: Christoph: Scheduling, charging schemes.
Tuesday 26/2 morning: Thắng/Yến: Mirror Descent and Regularization.
Tuesday 26/2 afternoon: Hưng: Probabilistic Constraint Programming.
Wednesday 27/2 morning: Hưng: Integer Stochastic Programming.
Wednesday 27/2 afternoon: Christoph: Bin packing, Vector packing.
Thursday 28/2 morning: Hưng: Applications of Stochastic Programming.
Thursday 28/2 afternoon: Thắng/Yến: Mirror Descent (Part 2); Projection-Free Algorithms and applications
Friday 29/2 morning: Thắng/Yến: Connection between Online Convex Optimization and Learning Theory. Conclusion

notes on primal dual made for this course
Notes by Shahin Kamali for doubling
article by Marek Chrobak, Claire Kenyon, John Noga and Neal E. Young for online bidding
book approximation algorithms by Vijay Vazirani for duality explained on an example
Many good material can be found in these lecture notes by Nikhil Bansal. There is also a video of a great tutorial given by him.
For online routing we recommend these lecture notes.
For scheduling unit length jobs with deadlines and weight, a recent result
A book on online algorithms, and shorter survey, both by Niv Buchbinder and Joseph (Seffi) Naor.