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[Keyword] online optimization(6hit)

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  • Logarithmic Regret for Distributed Online Subgradient Method over Unbalanced Directed Networks

    Makoto YAMASHITA  Naoki HAYASHI  Takeshi HATANAKA  Shigemasa TAKAI  

     
    PAPER-Systems and Control

      Pubricized:
    2021/02/04
      Vol:
    E104-A No:8
      Page(s):
    1019-1026

    This paper investigates a constrained distributed online optimization problem over strongly connected communication networks, where a local cost function of each agent varies in time due to environmental factors. We propose a distributed online projected subgradient method over unbalanced directed networks. The performance of the proposed method is evaluated by a regret which is defined by the error between the cumulative cost over time and the cost of the optimal strategy in hindsight. We show that a logarithmic regret bound can be achieved for strongly convex cost functions. We also demonstrate the validity of the proposed method through a numerical example on distributed estimation over a diffusion field.

  • Bounds for the Multislope Ski-Rental Problem

    Hiroshi FUJIWARA  Kei SHIBUSAWA  Kouki YAMAMOTO  Hiroaki YAMAMOTO  

     
    PAPER

      Pubricized:
    2019/11/25
      Vol:
    E103-D No:3
      Page(s):
    481-488

    The multislope ski-rental problem is an online optimization problem that generalizes the classical ski-rental problem. The player is offered not only a buy and a rent options but also other options that charge both initial and per-time fees. The competitive ratio of the classical ski-rental problem is known to be 2. In contrast, the best known so far on the competitive ratio of the multislope ski-rental problem is an upper bound of 4 and a lower bound of 3.62. In this paper we consider a parametric version of the multislope ski-rental problem, regarding the number of options as a parameter. We prove an upper bound for the parametric problem which is strictly less than 4. Moreover, we give a simple recurrence relation that yields an equation having a lower bound value as its root.

  • Competitive Analysis for the 3-Slope Ski-Rental Problem with the Discount Rate

    Hiroshi FUJIWARA  Shunsuke SATOU  Toshihiro FUJITO  

     
    PAPER

      Vol:
    E99-A No:6
      Page(s):
    1075-1083

    In the 3-slope ski-rental problem, the player is asked to determine a strategy, that is, (i) whether to buy a ski wear and then a ski set separately, or to buy them at once for a discount price, and (ii) when to buy these goods. If the player has not got any thing, he/she can rent it for some price. The objective is to minimize the total cost, under the assumption that the player does not know how many times he/she goes skiing in the future. We reveal that even with a large discount for buying at once available, there is some price setting for which to buy the goods separately is a more reasonable choice. We also show that the performance of the optimal strategy may become arbitrarily worse, when a large discount is offered.

  • Online Weight Balancing on the Unit Circle

    Hiroshi FUJIWARA  Takahiro SEKI  Toshihiro FUJITO  

     
    PAPER

      Pubricized:
    2015/12/16
      Vol:
    E99-D No:3
      Page(s):
    567-574

    We consider a problem as follows: Given unit weights arriving in an online manner with the total cardinality unknown, upon each arrival we decide where to place it on the unit circle in $mathbb{R}^{2}$. The objective is to set the center of mass of the placed weights as close to the origin as possible. We apply competitive analysis defining the competitive difference as a performance measure. We first present an optimal strategy for placing unit weights which achieves a competitive difference of $ rac{1}{5}$. We next consider a variant in which the destination of each weight must be chosen from a set of positions that equally divide the unit circle. We give a simple strategy whose competitive difference is 0.35. Moreover, in the offline setting, several conditions for the center of mass to lie at the origin are derived.

  • Competitive Analysis for the Flat-Rate Problem

    Hiroshi FUJIWARA  Atsushi MATSUDA  Toshihiro FUJITO  

     
    PAPER

      Pubricized:
    2015/12/16
      Vol:
    E99-D No:3
      Page(s):
    559-566

    We consider a problem of the choice of price plans offered by a telecommunications company: a “pay-as-you-go” plan and a “flat-rate” plan. This problem is formulated as an online optimization problem extending the ski-rental problem, and analyzed using the competitive ratio. We give a lemma for easily calculating the competitive ratio. Based on the lemma, we derive a family of optimal strategies for a realistic class of instances.

  • Analysis of Lower Bounds for the Multislope Ski-Rental Problem

    Hiroshi FUJIWARA  Yasuhiro KONNO  Toshihiro FUJITO  

     
    PAPER

      Vol:
    E97-A No:6
      Page(s):
    1200-1205

    The multislope ski-rental problem is an extension of the classical ski-rental problem, where the player has several options of paying both of a per-time fee and an initial fee, in addition to pure renting and buying options. Damaschke gave a lower bound of 3.62 on the competitive ratio for the case where arbitrary number of options can be offered. In this paper we propose a scheme that for the number of options given as an input, provides a lower bound on the competitive ratio, by extending the method of Damaschke. This is the first to establish a lower bound for each of the 5-or-more-option cases, for example, a lower bound of 2.95 for the 5-option case, 3.08 for the 6-option case, and 3.18 for the 7-option case. Moreover, it turns out that our lower bounds for the 3- and 4-option cases respectively coincide with the known upper bounds. We therefore conjecture that our scheme in general derives a matching lower and upper bound.