We investigate the problem of Min-cost Perfect Matching with Delays (MPMD) in which requests are pairwise matched in an online fashion with the objective to minimize the sum of space cost and time cost. Though linear-MPMD (i.e., time cost is linear in delay) has been thoroughly studied in the literature, it does not well model impatient requests that are common in practice. Thus, we propose convex-MPMD where time cost functions are convex, capturing the situation where time cost increases faster and faster. Since the existing algorithms for linear-MPMD are not competitive any more, we devise a new deterministic algorithm for convex-MPMD problems. For a large class of convex time cost functions, our algorithm achieves a competitive ratio of $O(k)$ on any $k$-point uniform metric space, or $O(kΔ)$ when the metric space has aspect ratio $Δ$. Moreover, we prove lower bounds for the competitive ratio of deterministic and randomized algorithms, indicating that our deterministic algorithm is optimal. This optimality uncover a substantial difference between convex-MPMD and linear-MPMD, since linear-MPMD allows a deterministic algorithm with constant competitive ratio on any uniform metric space.
In the bounded delay buffer management problem unit size packets arrive online to be sent over a network link. The objective is to maximize the total weight of packets sent before their deadline. In this paper we are interested in the two-valued variant of the problem, where every packet has either low (1) or high priority weight ($α$ > 1). We show that its randomized competitive ratio against an oblivious adversary is 1 + ($α$ -- 1)/($α$ 2 + $α$).
We consider the problem of online Min-cost Perfect Matching with Delays (MPMD) introduced by Emek et al. (STOC 2016). In this problem, an even number of requests appear in a metric space at different times and the goal of an online algorithm is to match them in pairs. In contrast to traditional online matching problems, in MPMD all requests appear online and an algorithm can match any pair of requests, but such decision may be delayed (e.g., to find a better match). The cost is the sum of matching distances and the introduced delays. We present the first deterministic online algorithm for this…
We study the online convex covering problem and online convex packing problem. The (offline) convex covering problem is modeled by the following convex program: $\min_{x \in R_+^n} f(x) \ \text{s.t}\ A x \ge 1$, where $f : R_+^n \mapsto R_+$ is a monotone and convex cost function, and $A$ is an $m \times n$ matrix with non-negative entries. Each row of the constraint matrix $A$ corresponds to a covering constraint. In the online problem, each row of $A$ comes online and the algorithm must maintain a feasible assignment $x$ and may only increase $x$ over time. The (offline) convex packing probl…
In this paper, we introduce the online service with delay problem. In this problem, there are $n$ points in a metric space that issue service requests over time, and a server that serves these requests. The goal is to minimize the sum of distance traveled by the server and the total delay in serving the requests. This problem models the fundamental tradeoff between batching requests to improve locality and reducing delay to improve response time, that has many applications in operations management, operating systems, logistics, supply chain management, and scheduling. Our main result is to sho…
We study the problem of online facility location with delay. In this problem, a sequence of $n$ clients appear in the metric space, and they need to be eventually connected to some open facility. The clients do not have to be connected immediately, but such a choice comes with a penalty: each client incurs a waiting cost (the difference between its arrival and connection time). At any point in time, an algorithm may decide to open a facility and connect any subset of clients to it. This is a well-studied problem both of its own, and within the general class of network design problems with dela…
Indian Institute of Technology Bombay（印度理工学院孟买分校）；University of Warsaw（华沙大学）；Sapienza University of Rome（罗马第一大学）；IDEAS NCBR；The University of Melbourne（墨尔本大学）
In this paper two scheduling models are addressed. First is the standard model (unicast) where requests (or jobs) are independent. The other is the broadcast model where broadcasting a page can satisfy multiple outstanding requests for that page. We consider online scheduling of requests when they have deadlines. Unlike previous models, which mainly consider the objective of maximizing throughput while respecting deadlines, here we focus on scheduling all the given requests with the goal of minimizing the maximum {\em delay factor}.We prove strong lower bounds on the achievable competitive rat…
In the Min-cost Perfect Matching with Delays (MPMD) problem, 2 m requests arrive over time at points of a metric space. An online algorithm has to connect these requests in pairs, but a decision to match may be postponed till a more suitable matching pair is found. The goal is to minimize the joint cost of connection and the total waiting time of all requests. We present an O(m)-competitive deterministic algorithm for this problem, improving on an existing bound of O(m^(log(5.5))) = O(m^2.46). Our algorithm also solves (with the same competitive ratio) a bipartite variant of MPMD, where reques…
Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $ε$ approximate solution is proportional to $\frac{1}{ε^2}$. Recently, Bienstock and Iyengar, following Nesterov, gave an algorithm for fractional packing linear programs which runs in $\frac{1}ε$ iterations. The latter algorithm requires to solve a convex quadratic program every iteration - an optimization subroutine which dominates the theoretical running time. We give an algorithm for convex programs with strictly convex…
In this paper, we present a framework used to construct and analyze algorithms for online optimization problems with deadlines or with delay over a metric space. Using this framework, we present algorithms for several different problems. We present an $O(D^{2})$-competitive deterministic algorithm for online multilevel aggregation with delay on a tree of depth $D$, an exponential improvement over the $O(D^{4}2^{D})$-competitive algorithm of Bienkowski et al. (ESA '16), where the only previously-known improvement was for the special case of deadlines by Buchbinder et al. (SODA '17). We also pre…
We give a new analysis of the RMix algorithm by Chin et al. for the Buffer Management with Bounded Delay problem (or online scheduling of unit jobs to maximise weighted throughput). Unlike the original proof of e/(e-1)-competitiveness, the new one holds even in adaptive-online adversary model. In fact, the proof works also for a slightly more general problem studied by Bie{ń}kowski et al.
We introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many well-studied problems like online stochastic packing and covering, online stochastic matching with concave returns, etc. form a special case of online stochastic CP. We present fast algorithms for these problems, which achieve near-optimal regret guarantees for both the i.i.d. and the random permutation models of stochastic inputs. When applied to the special case online packing, our ideas yie…
It is known that the curvature of the feasible set in convex optimization allows for algorithms with better convergence rates, and there has been renewed interest in this topic both for offline as well as online problems. In this paper, leveraging results on geometry and convex analysis, we further our understanding of the role of curvature in optimization: - We first show the equivalence of two notions of curvature, namely strong convexity and gauge bodies, proving a conjecture of Abernethy et al. As a consequence, this show that the Frank-Wolfe-type method of Wang and Abernethy has accelerat…
Microsoft Research（微软研究院）；The Hebrew University of Jerusalem（耶路撒冷希伯来大学）；Stanford University（斯坦福大学）
We introduce the problem of $k$-chasing of convex functions, a simultaneous generalization of both the famous k-server problem in $R^d$, and of the problem of chasing convex bodies and functions. Aside from fundamental interest in this general form, it has natural applications to online $k$-clustering problems with objectives such as $k$-median or $k$-means. We show that this problem exhibits a rich landscape of behavior. In general, if both $k > 1$ and $d > 1$ there does not exist any online algorithm with bounded competitiveness. By contrast, we exhibit a class of nicely behaved functions (w…
Non-linear, especially convex, objective functions have been extensively studied in recent years in which approaches relies crucially on the convexity property of cost functions. In this paper, we present primal-dual approaches based on configuration linear programs to design competitive online algorithms for problems with arbitrarily-grown objective. This approach is particularly appropriate for non-linear (non-convex) objectives in online setting. We first present a simple greedy algorithm for a general cost-minimization problem. The competitive ratio of the algorithm is characterized by the…
Institute of High Performance Computing（高性能计算研究所）；California Institute of Technology（加州理工学院）
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a $Ω(\sqrt{d})$ lower bound on the competitive ratio of any online algorithm, where $d$ is the dimension of the action space, we ask under what conditions this bound can be beaten. We introduce a novel algorithmic framework for this problem, Online Balanced Descent (OBD), which works by iteratively projecting the previous point onto a carefully chosen level set of the current cost function so as to balance the switching costs an…
Yale Institute for Network Science（耶鲁网络科学研究所）；Yale University（耶鲁大学）；University of Pennsylvania（宾夕法尼亚大学）
Online optimization has been a successful framework for solving large-scale problems under computational constraints and partial information. Current methods for online convex optimization require either a projection or exact gradient computation at each step, both of which can be prohibitively expensive for large-scale applications. At the same time, there is a growing trend of non-convex optimization in machine learning community and a need for online methods. Continuous DR-submodular functions, which exhibit a natural diminishing returns condition, have recently been proposed as a broad cla…
Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluation
Indian Institute of Technology Bombay (IITB)（印度理工学院班加罗尔分校）；Indian Institute of Technology Delhi (IITD)（印度理工学院德里分校）；Tata Institute of Fundamental Research (TIFR)（塔塔基础研究机构）
