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Online Optimization: Competitive Analysis and Beyond

Please always quote using this URN: urn:nbn:de:0297-zib-6925
  • Traditional optimization techniques assume, in general, knowledge of all data of a problem instance. There are many cases in practice, however, where decisions have to be made before complete information about the data is available. In fact, it may be necessary to produce a part of the problem solution as soon as a new piece of information becomes known. This is called an \emph{online situation}, and an algorithm is termed \emph{online}, if it makes a decision (computes a partial solution) whenever a new piece of data requests an action. \emph{Competitive analysis} has become a standard yardstick to measure the quality of online algorithms. One compares the solution produced by an online algorithm to that of an optimal (clairvoyant) offline algorithm. An online algorithm is called $c$-competitive if on every input the solution it produces has cost'' at most $c$~times that of the optimal offline algorithm. This situation can be imagined as a game between an online player and a malicious adversary. Although competitive analysis is a worst-case analysis and henceforth pessimistic, it often allows important insights into the problem structure. One can obtain an idea about what kind of strategies are promising for real-world systems and why. On the other hand there are also cases where the offline adversary is simply too powerful and allows only trivial competitiveness results. This phenomenon is called hitting the triviality barrier''. We investigate several online problems by means of competitive analysis. We also introduce new concepts to overcome the weaknesses of the standard approach and to go beyond the triviality barrier.

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Author:Sven Krumke
Document Type:Habilitation
Tag:approximation algorithm; competitive analysis; online algorithm; online optimization
MSC-Classification:68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area) / 68Qxx Theory of computing / 68Q25 Analysis of algorithms and problem complexity [See also 68W40]
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Bxx Operations research and management science / 90B18 Communication networks [See also 68M10, 94A05]
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C27 Combinatorial optimization
Date of first Publication:2002/06/18
Series (Serial Number):ZIB-Report (02-25)
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