Doctor en Sistemas de Ingeniería en cotutela con Ecole Normale Supérieure / Convex optimization has been a powerful tool for designing algorithms. In practice is a widely used in areas such as operations research and machine learning, but also in many fundamental combinatorial problems they yield to the best know approximations algorithms providing unconditional guarantees over the solution quality. In the first part of this work we study the effect of constructing convex relaxations to a packing problem, based on applying lift & project methods. We exhibit a weakness of this relaxations when they are obtained from the natural formulations of this problem, by showing the impossibility of reducing the gap even when this relaxations are very large. We provide a way of combining symmetry breaking procedures and lift & project methods to obtain arbitrarily good gaps. In the second part of this thesis we study online selection problems, that is, elements arrive over time and we have to select some of them, irrevocably, in order to meet some combinatorial constraints, but also trying to maximize the quality of the selection. Usually this quality in measured in terms of weight, but we consider a stronger variant in which weights are not necessarily known because of information availability. Instead, as long as we can rank the elements, we can provide a general framework to obtain approximation algorithms with good competitive ratios in many contexts.