The Role of Dimension in the Online Chasing Problem

Let $(X, d)$ be a metric space and $\mathcal{C} \subseteq 2^X$ -- a collection of special objects. In the $(X,d,\mathcal{C})$-chasing problem, an online player receives a sequence of online requests $\{B_t\}_{t=1}^T \subseteq \mathcal{C}$ and responds with a trajectory $\{x_t\}_{t=1}^T$ such that $x_t \in B_t$. This response incurs a movement cost $\sum_{t=1}^T d(x_t, x_{t-1})$, and the online player strives to minimize the competitive ratio -- the worst case ratio over all input sequences between the online movement cost and the optimal movement cost in hindsight. Under this setup, we call the $(X,d,\mathcal{C})$-chasing problem $\textit{chaseable}$ if there exists an online algorithm with finite competitive ratio. In the case of Convex Body Chasing (CBC) over real normed vector spaces, (Bubeck et al. 2019) proved the chaseability of the problem. Furthermore, in the vector space setting, the dimension of the ambient space appears to be the factor controlling the size of the competitive ratio. Indeed, recently, (Sellke 2020) provided a $d-$competitive online algorithm over arbitrary real normed vector spaces $(\mathbb{R}^d, ||\cdot||)$, and we will shortly present a general strategy for obtaining novel lower bounds of the form $\Omega(d^c), \enspace c > 0$, for CBC in the same setting. In this paper, we also prove that the $\textit{doubling}$ and $\textit{Assouad}$ dimensions of a metric space exert no control on the hardness of ball chasing over the said metric space. More specifically, we show that for any large enough $\rho \in \mathbb{R}$, there exists a metric space $(X,d)$ of doubling dimension $\Theta(\rho)$ and Assouad dimension $\rho$ such that no online selector can achieve a finite competitive ratio in the general ball chasing regime

Online Metric Allocation and Time-Varying Regularization

We introduce a general online allocation problem that connects several of the most fundamental problems in online optimization. Let be an -point metric space. Consider a resource that can be allocated in arbitrary fractions to the points of . At each time , a convex monotone cost function : [0, 1] → ℝ+ appears at some point ∈ . In response, an algorithm may change the allocation of the resource, paying movement cost as determined by the metric and service cost ( ), where is the fraction of the resource at at the end of time . For example, when the cost functions are () = , this is equivalent to randomized MTS, and when the cost functions are () = ∞·<1/, this is equivalent to fractional -server. Because of an inherent scale-freeness property of the problem, existing techniques for MTS and -server fail to achieve similar guarantees for metric allocation. To handle this, we consider a generalization of the online multiplicative update method where we decouple the rate at which a variable is updated from its value, resulting in interesting new dynamics. We use this to give an (log)-competitive algorithm for weighted star metrics. We then show how this corresponds to an extension of the online mirror descent framework to a setting where the regularizer is time-varying. Using this perspective, we further refine the guarantees of our algorithm. We also consider the case of non-convex cost functions. Using a simple ₂²-regularizer, we give tight bounds of Θ() on tree metrics, which imply deterministic and randomized competitive ratios of (2) and ( log ) respectively on arbitrary metrics

Online Optimization with Memory and Competitive Control

This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous p decisions. This setting generalizes Smoothed Online Convex Optimization. The proposed approach, Optimistic Regularized Online Balanced Descent, achieves a constant, dimension-free competitive ratio. Further, we show a connection between online optimization with memory and online control with adversarial disturbances. This connection, in turn, leads to a new constant-competitive policy for a rich class of online control problems

A PTAS for Euclidean TSP with Hyperplane Neighborhoods

In the Traveling Salesperson Problem with Neighborhoods (TSPN), we are given a collection of geometric regions in some space. The goal is to output a tour of minimum length that visits at least one point in each region. Even in the Euclidean plane, TSPN is known to be APX-hard, which gives rise to studying more tractable special cases of the problem. In this paper, we focus on the fundamental special case of regions that are hyperplanes in the $d$-dimensional Euclidean space. This case contrasts the much-better understood case of so-called fat regions. While for $d=2$ an exact algorithm with running time $O(n^5)$ is known, settling the exact approximability of the problem for $d=3$ has been repeatedly posed as an open question. To date, only an approximation algorithm with guarantee exponential in $d$ is known, and NP-hardness remains open. For arbitrary fixed $d$, we develop a Polynomial Time Approximation Scheme (PTAS) that works for both the tour and path version of the problem. Our algorithm is based on approximating the convex hull of the optimal tour by a convex polytope of bounded complexity. Such polytopes are represented as solutions of a sophisticated LP formulation, which we combine with the enumeration of crucial properties of the tour. As the approximation guarantee approaches $1$, our scheme adjusts the complexity of the considered polytopes accordingly. In the analysis of our approximation scheme, we show that our search space includes a sufficiently good approximation of the optimum. To do so, we develop a novel and general sparsification technique to transform an arbitrary convex polytope into one with a constant number of vertices and, in turn, into one of bounded complexity in the above sense. Hereby, we maintain important properties of the polytope

Metrical Service Systems with Transformations

We consider a generalization of the fundamental online metrical service systems (MSS) problem where the feasible region can be transformed between requests. In this problem, which we call T-MSS, an algorithm maintains a point in a metric space and has to serve a sequence of requests. Each request is a map (transformation) : → between subsets and of the metric space. To serve it, the algorithm has to go to a point ∈ , paying the distance from its previous position. Then, the transformation is applied, modifying the algorithm’s state to ( ). Such transformations can model, e.g., changes to the environment that are outside of an algorithm’s control, and we therefore do not charge any additional cost to the algorithm when the transformation is applied. The transformations also allow to model requests occurring in the -taxi problem. We show that for -Lipschitz transformations, the competitive ratio is Θ()−2 on -point metrics. Here, the upper bound is achieved by a deterministic algorithm and the lower bound holds even for randomized algorithms. For the -taxi problem, we prove a competitive ratio of Õ(( log )2). For chasing convex bodies, we show that even with contracting transformations no competitive algorithm exists. The problem T-MSS has a striking connection to the following deep mathematical question: Given a finite metric space M, what is the required cardinality of an extension M̂ ⊇ M where each partial isometry on M extends to an automorphism? We give partial answers for special cases