Online Packing and Covering Framework with Convex Objectives

TL;DR

This paper develops an online primal-dual framework for convex covering and packing problems, enabling competitive algorithms for various complex online optimization tasks with convex objectives.

Contribution

It introduces a unified online primal-dual approach for convex covering and packing problems, improving or matching previous competitive guarantees for multiple applications.

Findings

Provides competitive algorithms for online covering LPs with -norm objectives

Unifies and extends previous results on online set cover and facility location

Achieves competitive ratios depending on problem-specific parameters

Abstract

We consider online fractional covering problems with a convex objective, where the covering constraints arrive over time. Formally, we want to solve $\min\,\{f(x) \mid Ax\ge \mathbf{1},\, x\ge 0\},$ where the objective function $f:\mathbb{R}^n\rightarrow \mathbb{R}$ is convex, and the constraint matrix $A_{m\times n}$ is non-negative. The rows of $A$ arrive online over time, and we wish to maintain a feasible solution $x$ at all times while only increasing coordinates of $x$. We also consider "dual" packing problems of the form $\max\,\{c^\intercal y - g(\mu) \mid A^\intercal y \le \mu,\, y\ge 0\}$, where $g$ is a convex function. In the online setting, variables $y$ and columns of $A^\intercal$ arrive over time, and we wish to maintain a non-decreasing solution $(y,\mu)$. We provide an online primal-dual framework for both classes of problems with competitive ratio depending on certain "monotonicity" and "smoothness" parameters of $f$; our results match or improve on guarantees for some special classes of functions $f$ considered previously. Using this fractional solver with problem-dependent randomized rounding procedures, we obtain competitive algorithms for the following problems: online covering LPs minimizing $\ell_p$-norms of arbitrary packing constraints, set cover with multiple cost functions, capacity constrained facility location, capacitated multicast problem, set cover with set requests, and profit maximization with non-separable production costs. Some of these results are new and others provide a unified view of previous results, with matching or slightly worse competitive ratios.