In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guarantees. Here, we focus on minimizing regret for online arriving non-monotone DR-submodular functions over down-closed and general convex sets. First, we present an online algorithm that achieves a 1/e-approximation ratio with the regret of O(T^{3/4}) for maximizing DR-submodular functions over any down-closed convex set. Note that, the approximation ratio of 1/e matches the best-known guarantee for the offline version of the problem. Next, we give an online algorithm that achieves an approximation guarantee (depending on the search space) for the problem of maximizing non-monotone continuous DR-submodular functions over a general convex set (not necessarily down-closed). To best of our knowledge, no prior algorithm with approximation guarantee was known for non-monotone DR-submodular maximization in the online setting. Finally we run experiments to verify the performance of our algorithms on problems arising in machine learning domain with the real-world datasets.

Many real-world problems can often be cast as the optimization of DR-submodular functions defined over a convex domain. These functions play an important role with applications in many areas of applied mathematics, such as machine learning, computer vision, operation research, communication systems or economics. In addition, they capture a subclass of non-convex optimization that provides both practical and theoretical guarantees. In this paper, we show that for maximizing non-monotone DR-submodular functions over a general convex set (such as up-closed convex sets, conic convex set, etc) the Frank-Wolfe algorithm achieves an approximation guarantee which depends on the convex set. To the best of our knowledge, this is the first approximation guarantee. Finally we benchmark our algorithm on problems arising in machine learning domain with the real-world datasets.

We consider the problem of scheduling jobs to minimize the maximum weighted flow-time on a set of related machines. When jobs can be preempted this problem is well-understood; for example, there exists a constant competitive algorithm using speed augmentation. When jobs must be scheduled non-preemptively, only hardness results are known. In this paper, we present the first online guarantees for the non-preemptive variant. We present the first constant competitive algorithm for minimizing the maximum weighted flow-time on related machines by relaxing the problem and assuming that the online algorithm can reject a small fraction of the total weight of jobs. This is essentially the best result possible given the strong lower bounds on the non-preemptive problem without rejection.

In this paper, we consider the online problem of scheduling independent jobs non-preemptively so as to minimize the weighted flow-time on a set of unrelated machines. There has been a considerable amount of work on this problem in the preemptive setting where several competitive algorithms are known in the classical competitive model. However, the problem in the non-preemptive setting admits a strong lower bound. Recently, Lucarelli et al. presented an algorithm that achieves a O(1/epsilon^2)-competitive ratio when the algorithm is allowed to reject epsilon-fraction of total weight of jobs and has an epsilon-speed augmentation. They further showed that speed augmentation alone is insufficient to derive any competitive algorithm. An intriguing open question is whether there exists a scalable competitive algorithm that rejects a small fraction of total weights. In this paper, we affirmatively answer this question. Specifically, we show that there exists a O(1/epsilon^3)-competitive algorithm for minimizing weighted flow-time on a set of unrelated machine that rejects at most O(epsilon)-fraction of total weight of jobs. The design and analysis of the algorithm is based on the primal-dual technique. Our result asserts that alternative models beyond speed augmentation should be explored when designing online schedulers in the non-preemptive setting in an effort to find provably good algorithms.

In this paper, we consider a variant of the facility location problem. Imagine the scenario where facilities are categorized into multiple types such as schools, hospitals, post offices, etc. and the cost of connecting a client to a facility is realized by the distance between them. Each client has a total budget on the distance she/he is willing to travel. The goal is to open the minimum number of facilities such that the aggregate distance of each client to multiple types is within her/his budget. This problem closely resembles to the set cover and r-domination problems. Here, we study this problem in different settings. Specifically, we present some positive and negative results in the general setting, where no assumption is made on the distance values. Then we show that better results can be achieved when clients and facilities lie in a metric space.

When a computer system schedules jobs there is typically a significant cost associated with preempting a job during execution. This cost can be from the expensive task of saving the memory's state and loading data into and out of memory. There is a need for non-preemptive system schedulers to avoid the costs of preemption on desktops, servers and data centers. Despite this need, there is a gap between theory and practice. Indeed, few non-preemptive online schedulers are known to have strong foundational guarantees. This gap is likely due to strong lower bounds on any online algorithm for popular objectives. Indeed, typical worst case analysis approaches, and even resource augmented approaches such as speed augmentation, result in all algorithms having poor performance guarantees. This paper considers online non-preemptive scheduling problems in the worst-case model where the algorithm is allowed to reject a small fraction of jobs. By rejecting only few jobs, this paper shows that the strong lower bounds can be circumvented. This model can be used to discover scheduling policies with desirable worst-case guarantees. Specifically, the paper presents algorithms for minimizing the total flow-time and minimizing the total weighted flow-time plus energy under the speed-scaling mechanism. The algorithms have a small constant competitive ratio while rejecting only a constant fraction of jobs. Beyond specific results, the paper asserts that alternative models beyond speed augmentation should be explored to aid in the discovery of good schedulers in the face of the requirement of being online and non-preemptive.

Resource augmentation is a well-established model for analyzing algorithms, particularly in the online setting. It has been successfully used for providing theoretical evidence for several heuristics in scheduling with good performance in practice. According to this model, the algorithm is applied to a more powerful environment than that of the adversary. Several types of resource augmentation for scheduling problems have been proposed up to now, including speed augmentation, machine augmentation and more recently rejection. In this paper, we present a framework that unifies the various types of resource augmentation. Moreover, it allows generalize the notion of resource augmentation for other types of resources. Our framework is based on mathematical programming and it consists of extending the domain of feasible solutions for the algorithm with respect to the domain of the adversary. This, in turn allows the natural concept of duality for mathematical programming to be used as a tool for the analysis of the algorithm's performance. As an illustration of the above ideas, we apply this framework and we propose a primal-dual algorithm for the online scheduling problem of minimizing the total weighted flow time of jobs on unrelated machines when the preemption of jobs is not allowed. This is a well representative problem for which no online algorithm with performance guarantee is known. Specifically, a strong lower bound of Omega(sqrt{n}) exists even for the offline unweighted version of the problem on a single machine. In this paper, we first show a strong negative result even when speed augmentation is used in the online setting. Then, using the generalized framework for resource augmentation and by combining speed augmentation and rejection, we present an (1+epsilon_s)-speed O(1/(epsilon_s epsilon_r))-competitive algorithm if we are allowed to reject jobs whose total weight is an epsilon_r-fraction of the weights of all jobs, for any epsilon_s > 0 and epsilon_r in (0,1). Furthermore, we extend the idea for analysis of the above problem and we propose an (1+\epsilon_s)-speed epsilon_r-rejection O({k^{(k+3)/k}}/{epsilon_{r}^{1/k}*epsilon_{s}^{(k+2)/k}})-competitive algorithm for the more general objective of minimizing the weighted l_k-norm of the flow times of jobs.