The design of online algorithms has tended to focus on algorithms with worst-case guarantees, e.g., bounds on the competitive ratio. However, it is well-known that such algorithms are often overly pessimistic, performing sub-optimally on non-worst-case inputs. In this paper, we develop an approach for data-driven design of online algorithms that maintain near-optimal worst-case guarantees while also performing learning in order to perform well for typical inputs. Our approach is to identify policy classes that admit global worst-case guarantees, and then perform learning using historical data within the policy classes. We demonstrate the approach in the context of two classical problems, online knapsack and online set cover, proving competitive bounds for rich policy classes in each case. Additionally, we illustrate the practical implications via a case study on electric vehicle charging.
We introduce and study a general version of the fractional online knapsack problem with multiple knapsacks, heterogeneous constraints on which items can be assigned to which knapsack, and rate-limiting constraints on the assignment of items to knapsacks. This problem generalizes variations of the knapsack problem and of the one-way trading problem that have previously been treated separately, and additionally finds application to the real-time control of electric vehicle (EV) charging. We introduce a new algorithm that achieves a competitive ratio within an additive factor of one of the best a…
The fractional knapsack problem is one of the classical problems in combinatorial optimization, which is well understood in the offline setting. However, the corresponding online setting has been handled only briefly in the theoretical computer science literature so far, although it appears in several applications. Even the previously best known guarantee for the competitive ratio was worse than the best known for the integral problem in the popular random order model. We show that there is an algorithm for the online fractional knapsack problem that admits a competitive ratio of 4.39. Our res…
We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive analysis framework, it is well-known that both problems have the same optimal competitive ratio. However, these two problems are investigated by distinct approaches under separate contexts in the literature. There is a gap in understanding the connection between these two problems and the nature of their online algorithm design. This paper provides a unified fra…
A variant of the online knapsack problem is considered in the settings of trusted and untrusted predictions. In Unit Profit Knapsack, the items have unit profit, and it is easy to find an optimal solution offline: Pack as many of the smallest items as possible into the knapsack. For Online Unit Profit Knapsack, the competitive ratio is unbounded. In contrast, previous work on online algorithms with untrusted predictions generally studied problems where an online algorithm with a constant competitive ratio is known. The prediction, possibly obtained from a machine learning source, that our algo…
The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the online setting, items are revealed one by one and the decision, if the current item is packed or discarded forever, must be done immediately and irrevocably upon arrival. We study the online variant in the random order model where the input sequence is a uniform random permutation of the item set. We develop a randomized (1/6.65)-competitive algorithm for this pr…
In the online simple knapsack problem items are presented in an iterative fashion and an algorithm has to decide for each item whether to reject or permanently include it into the knapsack without any knowledge about the rest of the instance. The goal is to pack the knapsack as full as possible. In this work, we introduce the option of reserving items for the cost of a fixed fraction $α$ of their size. An algorithm may pay this fraction in order to postpone its decision on whether to include or reject these items until after the last item of the instance was presented. While the classical onli…
Online knapsack problem is considered, where items arrive in a sequential fashion that have two attributes; value and weight. Each arriving item has to be accepted or rejected on its arrival irrevocably. The objective is to maximize the sum of the value of the accepted items such that the sum of their weights is below a budget/capacity. Conventionally a hard budget/capacity constraint is considered, for which variety of results are available. In modern applications, e.g., in wireless networks, data centres, cloud computing, etc., enforcing the capacity constraint in expectation is sufficient. …
The Set-Union Knapsack Problem (SUKP) and Budgeted Maximum Coverage Problem (BMCP) are two closely related variant problems of the popular knapsack problem. Given a set of weighted elements and a set of items with nonnegative values, where each item covers several distinct elements, these two problems both aim to find a subset of items that maximizes an objective function while satisfying a knapsack capacity (budget) constraint. We propose an efficient and effective local search algorithm called E2LS for these two problems. To our knowledge, this is the first time that an algorithm has been pr…
We revisit the knapsack-secretary problem (Babaioff et al.; APPROX 2007), a generalization of the classic secretary problem in which items have different sizes and multiple items may be selected if their total size does not exceed the capacity $B$ of a knapsack. Previous works show competitive ratios of $1/(10e)$ (Babaioff et al.), $1/8.06$ (Kesselheim et al.; STOC 2014), and $1/6.65$ (Albers, Khan, and Ladewig; APPROX 2019) for the general problem but no definitive answers for the achievable competitive ratio; the best known impossibility remains $1/e$ as inherited from the classic secretary …
In the online multiple knapsack problem, an algorithm faces a stream of items, and each item has to be either rejected or stored irrevocably in one of $n$ bins (knapsacks) of equal size. The gain of an~algorithm is equal to the sum of sizes of accepted items and the goal is to maximize the total gain. So far, for this natural problem, the best solution was the $0.5$-competitive algorithm First Fit (the result holds for any $n \geq 2$). We present the first algorithm that beats this ratio, achieving the competitive ratio of $1/(1+\ln(2))-O(1/n) \approx 0.5906 - O(1/n)$. Our algorithm is determi…
Two related online problems: knapsack and truthful bipartite matching are considered. For these two problems, the common theme is how to `match' an arriving left vertex in an online fashion with any of the available right vertices, if at all, so as to maximize the sum of the value of the matched edges, subject to satisfying a sum-weight constraint on the matched left vertices. Assuming that the left vertices arrive in an uniformly random order (secretary model), two almost similar algorithms are proposed for the two problems, that are $2e$ competitive and $24$ competitive, respectively. The pr…
The online knapsack problem is a classic online resource allocation problem in networking and operations research. Its basic version studies how to pack online arriving items of different sizes and values into a capacity-limited knapsack. In this paper, we study a general version that includes item departures, while also considering multiple knapsacks and multi-dimensional item sizes. We design a threshold-based online algorithm and prove that the algorithm can achieve order-optimal competitive ratios. Beyond worst-case performance guarantees, we also aim to achieve near-optimal average perfor…
Consider the following problem: given a set system (U,I) and an edge-weighted graph G = (U, E) on the same universe U, find the set A in I such that the Steiner tree cost with terminals A is as large as possible: "which set in I is the most difficult to connect up?" This is an example of a max-min problem: find the set A in I such that the value of some minimization (covering) problem is as large as possible. In this paper, we show that for certain covering problems which admit good deterministic online algorithms, we can give good algorithms for max-min optimization when the set system I is g…
We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint (submodular knapsack). We are motivated by a number of real-world applications in machine learning including sensor placement and data subset selection, which require maximizing a certain submodular function (like coverage or diversity) while simultaneously minimizing another (like cooperative cost). These problems are often posed as minimizing the difference between…
In this paper, we introduce online knapsack problems with a resource buffer. In the problems, we are given a knapsack with capacity $1$, a buffer with capacity $R\ge 1$, and items that arrive one by one. Each arriving item has to be taken into the buffer or discarded on its arrival irrevocably. When every item has arrived, we transfer a subset of items in the current buffer into the knapsack. Our goal is to maximize the total value of the items in the knapsack. We consider four variants depending on whether items in the buffer are removable (i.e., we can remove items in the buffer) or non-remo…
Packing problems constitute an important class of optimization problems, both because of their high practical relevance and theoretical appeal. However, despite the large number of variants that have been studied in the literature, most packing problems encompass a single tier of capacity restrictions only. For example, in the Multiple Knapsack Problem, we assign items to multiple knapsacks such that their capacities are not exceeded. But what if these knapsacks are partitioned into clusters, each imposing an additional capacity restriction on the knapsacks contained in that cluster? In this p…
In the min-knapsack problem one aims at choosing a set of objects with minimum total cost and total profit above a given threshold. In this paper, we study a class of valid inequalities for min-knapsack known as bounded pitch inequalities, which generalize the well-known unweighted cover inequalities. While separating over pitch-1 inequalities is NP-hard, we show that approximate separation over the set of pitch-1 and pitch-2 inequalities can be done in polynomial time. We also investigate integrality gaps of linear relaxations for min-knapsack when these inequalities are added. Among other re…
University of Bonn（波恩大学）；Princeton University（普林斯顿大学）；Institute for Advanced Study（高等研究院）
We introduce online learning with vector costs (\OLVCp) where in each time step $t \in \{1,\ldots, T\}$, we need to play an action $i \in \{1,\ldots,n\}$ that incurs an unknown vector cost in $[0,1]^{d}$. The goal of the online algorithm is to minimize the $\ell_p$ norm of the sum of its cost vectors. This captures the classical online learning setting for $d=1$, and is interesting for general $d$ because of applications like online scheduling where we want to balance the load between different machines (dimensions). We study \OLVCp in both stochastic and adversarial arrival settings, and give…
Microsoft Research（微软研究院）；Facebook（脸书公司）；University of Maryland（马里兰大学）
We consider Bandits with Knapsacks (henceforth, BwK), a general model for multi-armed bandits under supply/budget constraints. In particular, a bandit algorithm needs to solve a well-known knapsack problem: find an optimal packing of items into a limited-size knapsack. The BwK problem is a common generalization of numerous motivating examples, which range from dynamic pricing to repeated auctions to dynamic ad allocation to network routing and scheduling. While the prior work on BwK focused on the stochastic version, we pioneer the other extreme in which the outcomes can be chosen adversariall…
Obtaining strong linear relaxations of capacitated covering problems constitute a major technical challenge even for simple settings. For one of the most basic cases, the Knapsack-Cover (Min-Knapsack) problem, the relaxation based on knapsack-cover inequalities achieves an integrality gap of 2. These inequalities have been exploited in more general environments, many of which admit primal-dual approximation algorithms. Inspired by problems from power and transport systems, we introduce a new general setting in which items can be taken fractionally to cover a given demand. The cost incurred by …
We study the online problem of reading articles that are listed in an aggregated form in a dynamic stream, e.g., in news feeds, as abbreviated social media posts, or in the daily update of new articles on arXiv. In such a context, the brief information on an article in the listing only hints at its content. We consider readers who want to maximize their information gain within a limited time budget, hence either discarding an article right away based on the hint or accessing it for reading. The reader can decide at any point whether to continue with the current article or skip the remaining pa…
Recently, Cygan, Kowalik, and Wykurz [IPL 2009] gave sub-exponential-time approximation algorithms for the Set-Cover problem with approximation ratios better than ln(n). In light of this result, it is natural to ask whether such improvements can be achieved using lift-and-project methods. We present a simpler combinatorial algorithm which has nearly the same time-approximation tradeoff as the algorithm of Cygan et al., and which lends itself naturally to a lift-and-project based approach. At a high level, our approach is similar to the recent work of Karlin, Mathieu, and Nguyen [IPCO 2011], wh…
The random-order or secretary model is one of the most popular beyond-worst case model for online algorithms. While it avoids the pessimism of the traditional adversarial model, in practice we cannot expect the input to be presented in perfectly random order. This has motivated research on ``best of both worlds'' (algorithms with good performance on both purely stochastic and purely adversarial inputs), or even better, on inputs that are a mix of both stochastic and adversarial parts. Unfortunately the latter seems much harder to achieve and very few results of this type are known. Towards adv…
Many combinatorial problems involving weights can be formulated as a so-called ranged problem. That is, their input consists of a universe $U$, a (succinctly-represented) set family $\mathcal{F} \subseteq 2^{U}$, a weight function $ω:U \rightarrow \{1,...,N\}$, and integers $0 \leq l \leq u \leq \infty$. Then the problem is to decide whether there is an $X \in \mathcal{F}$ such that $l \leq \sum_{e \in X}ω(e) \leq u$. Well-known examples of such problems include Knapsack, Subset Sum, Maximum Matching, and Traveling Salesman. In this paper, we develop a generic method to transform a ranged prob…
We propose a pure 0-1 formulation for the wireless network design problem, i.e. the problem of configuring a set of transmitters to provide service coverage to a set of receivers. In contrast with classical mixed integer formulations, where power emissions are represented by continuous variables, we consider only a finite set of powers values. This has two major advantages: it better fits the usual practice and eliminates the sources of numerical problems which heavily affect continuous models. A crucial ingredient of our approach is an effective basic formulation for the single knapsack probl…
We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request possesses an adversarial value and an adversarial size. The online algorithm must make an irrevocable accept/reject decision as soon as it sees each request. The "profit" of a set of accepted requests is its total value minus a convex cost function of its total size. This problem falls within the framework of secretary problems. Unlike previous work in that area,…
We study online multidimensional variants of the generalized assignment problem which are used to model prominent real-world applications, such as the assignment of virtual machines with multiple resource requirements to physical infrastructure in cloud computing. These problems can be seen as an extension of the well known secretary problem and thus the standard online worst-case model cannot provide any performance guarantee. The prevailing model in this case is the random-order model, which provides a useful realistic and robust alternative. Using this model, we study the $d$-dimensional ge…
We consider a natural generalization of the Partial Vertex Cover problem. Here an instance consists of a graph G = (V,E), a positive cost function c: V-> Z^{+}, a partition $P_1,..., P_r$ of the edge set $E$, and a parameter $k_i$ for each partition $P_i$. The goal is to find a minimum cost set of vertices which cover at least $k_i$ edges from the partition $P_i$. We call this the Partition Vertex Cover problem. In this paper, we give matching upper and lower bound on the approximability of this problem. Our algorithm is based on a novel LP relaxation for this problem. This LP relaxation is ob…
We revisit the problem of computing an optimal partial cover of points by intervals. We show that the greedy algorithm computes a permutation $Π= π_1, π_2,\ldots$ of the intervals that is $3/4$-competitive for any prefix of $k$ intervals. That is, for any $k$, the intervals $π_1 \cup \cdots \cup π_k$ covers at least $3/4$-fraction of the points covered by the optimal solution using $k$ intervals. We also provide an approximation algorithm that, in $O(n + m/\varepsilon)$ time, computes a cover by $(1+\varepsilon)k$ intervals that is as good as the optimal solution using $k$ intervals, where $n$…
We prove new lower bounds for suitable competitive ratio measures of two relaxed online packing problems: online removable multiple knapsack, and a recently introduced online minimum peak appointment scheduling problem. The high level objective in both problems is to pack arriving items of sizes at most 1 into bins of capacity 1 as efficiently as possible, but the exact formalizations differ. In the appointment scheduling problem, every item has to be assigned to a position, which can be seen as a time interval during a workday of length 1. That is, items are not assigned to bins, but only onc…
In most online problems with delay, clairvoyance (i.e. knowing the future delay of a request upon its arrival) is required for polylogarithmic competitiveness. In this paper, we show that this is not the case for set cover with delay (SCD) -- specifically, we present the first non-clairvoyant algorithm, which is $O(\log n \log m)$-competitive, where $n$ is the number of elements and $m$ is the number of sets. This matches the best known result for the classic online set cover (a special case of non-clairvoyant SCD). Moreover, clairvoyance does not allow for significant improvement - we present…
We prove that no online algorithm (even randomized, against an oblivious adversary) is better than 1/2-competitive for welfare maximization with coverage valuations, unless $NP = RP$. Since the Greedy algorithm is known to be 1/2-competitive for monotone submodular valuations, of which coverage is a special case, this proves that Greedy provides the optimal competitive ratio. On the other hand, we prove that Greedy in a stochastic setting with i.i.d.items and valuations satisfying diminishing returns is $(1-1/e)$-competitive, which is optimal even for coverage valuations, unless $NP=RP$. For o…
In this paper, we study the set cover problem in the fully dynamic model. In this model, the set of active elements, i.e., those that must be covered at any given time, can change due to element arrivals and departures. The goal is to maintain an algorithmic solution that is competitive with respect to the current optimal solution. This model is popular in both the dynamic algorithms and online algorithms communities. The difference is in the restriction placed on the algorithm: in dynamic algorithms, the running time of the algorithm making updates (called update time) is bounded, while in on…
Given a universe $U$ of $n$ elements and a collection of subsets $\mathcal{S}$ of $U$, the maximum disjoint set cover problem (DSCP) is to partition $\mathcal{S}$ into as many set covers as possible, where a set cover is defined as a collection of subsets whose union is $U$. We consider the online DSCP, in which the subsets arrive one by one (possibly in an order chosen by an adversary), and must be irrevocably assigned to some partition on arrival with the objective of minimizing the competitive ratio. The competitive ratio of an online DSCP algorithm $A$ is defined as the maximum ratio of th…
In this paper, we explicitly study the online vertex cover problem, which is a natural generalization of the well-studied ski-rental problem. In the online vertex cover problem, we are required to maintain a monotone vertex cover in a graph whose vertices arrive online. When a vertex arrives, all its incident edges to previously arrived vertices are revealed to the algorithm. For bipartite graphs with the left vertices offline (i.e. all of the left vertices arrive first before any right vertex), there are algorithms achieving the optimal competitive ratio of $\frac{1}{1-1/e}\approx 1.582$. Our…
We consider the following general scheduling problem studied recently by Moseley. There are $n$ jobs, all released at time $0$, where job $j$ has size $p_j$ and an associated arbitrary non-decreasing cost function $f_j$ of its completion time. The goal is to find a schedule on $m$ machines with minimum total cost. We give an $O(1)$ approximation for the problem, improving upon the previous $O(\log \log nP)$ bound ($P$ is the maximum to minimum size ratio), and resolving the open question of Moseley. We first note that the scheduling problem can be reduced to a clean geometric set cover problem…
We study the nascent setting of online computation with imperfect advice, in which the online algorithm is enhanced by some prediction encoded in the form of a possibly erroneous binary string. The algorithm is oblivious to the advice error, but defines a desired tolerance, namely an upper bound on the number of erroneous advice bits it can tolerate. This is a model that generalizes the untrusted advice model [Angelopoulos et al. ITCS 2020], in which the performance of the algorithm is only evaluated at the extreme values of error (namely, if the advice has either no errors, or if it is genera…
