'Society for Industrial & Applied Mathematics (SIAM)'
Abstract
Recent work has shown that the classical framework of
solving optimization problems by obtaining a fractional
solution to a linear program (LP) and rounding it to
an integer solution can be extended to the online setting
using primal-dual techniques. The success of this
new framework for online optimization can be gauged
from the fact that it has led to progress in several longstanding open questions. However, to the best of our
knowledge, this framework has previously been applied
to LPs containing only packing or only covering constraints,
or minor variants of these. We extend this
framework in a fundamental way by demonstrating that
it can be used to solve mixed packing and covering LPs
online, where packing constraints are given offline and
covering constraints are received online. The objective
is to minimize the maximum multiplicative factor by
which any packing constraint is violated, while satisfying
the covering constraints. Our results represent the
first algorithm that obtains a polylogarithmic competitive
ratio for solving mixed LPs online.
We then consider two canonical examples of mixed
LPs: unrelated machine scheduling with startup costs,
and capacity constrained facility location. We use ideas
generated from our result for mixed packing and covering
to obtain polylogarithmic-competitive algorithms
for these problems. We also give lower bounds to show
that the competitive ratios of our algorithms are nearly
tight