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Makoto YAMASHITA Naoki HAYASHI Takeshi HATANAKA Shigemasa TAKAI
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.
Hiroshi FUJIWARA Kei SHIBUSAWA Kouki YAMAMOTO Hiroaki YAMAMOTO
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.
Hiroshi FUJIWARA Shunsuke SATOU Toshihiro FUJITO
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.
Hiroshi FUJIWARA Takahiro SEKI Toshihiro FUJITO
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.
Hiroshi FUJIWARA Atsushi MATSUDA Toshihiro FUJITO
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.
Hiroshi FUJIWARA Yasuhiro KONNO Toshihiro FUJITO
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.