Online Algorithms for Covering and Packing Problems with Convex Objectives

Yossi Azar, Niv Buchbinder, T. H.Hubert Chan, Shahar Chen, Ilan Reuven Cohen, Anupam Gupta, Zhiyi Huang, Ning Kang, Viswanath Nagarajan, Joseph Naor, Debmalya Panigrahi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We present online algorithms for covering and packing problems with (non-linear) convex objectives. The convex covering problem is defined as: minxαRn+f(x) s.t. Ax ≥ 1, where f:Rn+ → R+ is a monotone convex function, and A is an m×n matrix with non-negative entries. In the online version, a new row of the constraint matrix, representing a new covering constraint, is revealed in each step and the algorithm is required to maintain a feasible and monotonically non-decreasing assignment x over time. We also consider a convex packing problem defined as: maxyαRm+ Σ mj=1 yj - g(AT y), where g:Rn+→R+ is a monotone convex function. In the online version, each variable yj arrives online and the algorithm must decide the value of yj on its arrival. This represents the Fenchel dual of the convex covering program, when g is the convex conjugate of f. We use a primal-dual approach to give online algorithms for these generic problems, and use them to simplify, unify, and improve upon previous results for several applications.

Original languageEnglish (US)
Title of host publicationProceedings - 57th Annual IEEE Symposium on Foundations of Computer Science, FOCS 2016
PublisherIEEE Computer Society
Pages148-157
Number of pages10
ISBN (Electronic)9781509039333
DOIs
StatePublished - Dec 14 2016
Event57th Annual IEEE Symposium on Foundations of Computer Science, FOCS 2016 - New Brunswick, United States
Duration: Oct 9 2016Oct 11 2016

Publication series

NameProceedings - Annual IEEE Symposium on Foundations of Computer Science, FOCS
Volume2016-December
ISSN (Print)0272-5428

Other

Other57th Annual IEEE Symposium on Foundations of Computer Science, FOCS 2016
Country/TerritoryUnited States
CityNew Brunswick
Period10/9/1610/11/16

Keywords

  • Convex optimization
  • Online algorithm
  • Primal-dual algorithm

ASJC Scopus subject areas

  • General Computer Science

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