# Wait-Less Offline Tuning and Re-solving for Online Decision Making

arXiv: https://arxiv.org/abs/2412.09594 · HTML: https://mlsanity.com/paper/2412.09594/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 28 references that are in the map.
- First posted on arXiv 12 Dec 2024.

## Builds on (most cited first, 14 of 14)

- [Online Convex Optimization with Stochastic Constraints](https://mlsanity.com/paper/1708.03741/) (2017)
- [The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems](https://mlsanity.com/paper/2011.10124/) (2020)
- [Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds](https://mlsanity.com/paper/1909.05499/) (2019)
- [Simple and Fast Algorithm for Binary Integer and Online Linear Programming](https://mlsanity.com/paper/2003.02513/) (2020)
- [An Improved Analysis of LP-based Control for Revenue Management](https://mlsanity.com/paper/2101.11092/) (2021)
- [How the Experts Algorithm Can Help Solve LPs Online](https://mlsanity.com/paper/1407.5298/) (2014)
- [Near-Optimal Primal-Dual Algorithms for Quantity-Based Network Revenue Management](https://mlsanity.com/paper/2011.06327/) (2020)
- [Online Resource Allocation under Horizon Uncertainty](https://mlsanity.com/paper/2206.13606/) (2022)
- [Optimal Regularized Online Allocation by Adaptive Re-Solving](https://mlsanity.com/paper/2209.00399/) (2022)
- [Infrequent Resolving Algorithm for Online Linear Programming](https://mlsanity.com/paper/2408.00465/) (2024)
- [Solving Linear Programs with Fast Online Learning Algorithms](https://mlsanity.com/paper/2107.03570/) (2021)
- [Decoupling Learning and Decision-Making: Breaking the O(√T) Barrier in Online Resource Allocation with First-Order Methods](https://mlsanity.com/paper/2402.07108/) (2024)
- [Upfront Commitment in Online Resource Allocation with Patient Customers](https://mlsanity.com/paper/2108.03517/) (2021)
- [Online Linear Programming with Batching](https://mlsanity.com/paper/2408.00310/) (2024)

## Built on by (most cited first, 1 of 1)

- [Beyond O(√T) Regret: Decoupling Learning and Decision-making in Online Linear Programming](https://mlsanity.com/paper/2501.02761/) (2025)

## Abstract (arXiv)

Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate updated resource information. However, LP-based methods are computationally expensive and often inefficient for large-scale applications. In contrast, recent first-order OLP algorithms are more computationally efficient but typically suffer from worse regret guarantees. To address these shortcomings, we propose a new algorithm that combines the strengths of LP-based and first-order OLP methods. The algorithm re-solves the LP subproblems periodically at a predefined frequency f and uses the latest dual prices to guide online decision-making. In addition, a first-order method runs in parallel during each interval between LP re-solves, smoothing resource consumption. Our algorithm achieves mathscrO(log (T/f) + √f) regret, delivering a "wait-less" online decision-making process that balances the computational efficiency of first-order methods and the superior regret guarantee of LP-based methods.
