Online Algorithms for Covering and Packing Problems with Convex Objectives
Talkat Optimization and Decision-Making Under Uncertainty (Simons Institute, September 2016) · 2016-09-19..09-23
summary
Generalizes online primal–dual to convex objectives and proves a concrete competitive bound: for monotone convex f with monotone gradient and polynomial-like curvature parameter p, an online algorithm using Fenchel dual and a multiplicative update rule attains roughly (p log D)^p competitive ratio (D = row sparsity) and matches lower bounds for degree-p polynomials. Builds monotone primal and dual solutions, introduces a “shadow” dual that is briefly decreased to remove an a_max/a_min gap, and gives rounding for Lp-norm set cover with explicit extra factors.
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