Abstract:We focus on an online 2-stage problem, motivated by the following situation: consider a system where students shall be assigned to universities. There is a first round where some students apply, and a first (stable) matching $M_1$ has to be computed. However, some students may decide to leave the system (change their plan, go to a foreign university, or to some institution not in the system). Then, in a second round (after these deletions), we shall compute a second (final) stable matching $M_2$. As it is undesirable to change assignments, the goal is to minimize the number of divorces/modifications between the two stable matchings $M_1$ and $M_2$. Then, how should we choose $M_1$ and $M_2$? We show that there is an {\it optimal online} algorithm to solve this problem. In particular, thanks to a dominance property, we show that we can optimally compute $M_1$ without knowing the students that will leave the system. We generalize the result to some other possible modifications in the input (students, open positions). We also tackle the case of more stages, showing that no competitive (online) algorithm can be achieved for the considered problem as soon as there are 3 stages.
Abstract:We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing approximate) regret is computational hard. We provide a general reduction showing that many (min-max) polynomial time solvable problems not only do not have a vanishing regret, but also no vanishing approximation $\alpha$-regret, for some $\alpha$ (unless $NP=BPP$). Then, we focus on a particular min-max problem, the min-max version of the vertex cover problem which is solvable in polynomial time in the offline case. The previous reduction proves that there is no $(2-\epsilon)$-regret online algorithm, unless Unique Game is in $BPP$; we prove a matching upper bound providing an online algorithm based on the online gradient descent method. Then, we turn our attention to online learning algorithms that are based on an offline optimization oracle that, given a set of instances of the problem, is able to compute the optimum static solution. We show that for different nonlinear discrete optimization problems, it is strongly $NP$-hard to solve the offline optimization oracle, even for problems that can be solved in polynomial time in the static case (e.g. min-max vertex cover, min-max perfect matching, etc.). On the positive side, we present an online algorithm with vanishing regret that is based on the follow the perturbed leader algorithm for a generalized knapsack problem.