论文标题
在线线性和半决赛编程的学习效果
Learning-Augmented Algorithms for Online Linear and Semidefinite Programming
论文作者
论文摘要
SemideFinite编程(SDP)是一个统一的框架,可以概括线性编程和四二次二次编程,同时在理论和实践中也产生有效的求解器。但是,当覆盖SDP的约束以在线方式到达时,存在近似最佳解决方案的已知结果。在本文中,我们研究了在线涵盖线性和半决赛程序,其中通过可能错误的预测指标的建议增强了算法。我们表明,如果预测变量是准确的,我们可以有效地绕过这些不可能的结果,并在最佳解决方案(即一致性)上实现恒定因子近似值。另一方面,如果预测变量不准确,在某些技术条件下,我们实现了与经典的最佳上限和紧密下限相匹配的结果,即达到恒定因子,即稳健性。 更广泛地说,我们引入了一个框架,该框架(1)由Bamas,Maggiori和Svensson(Neurips 2020)研究的机器学习预测变量增加了在线套装问题,以及(2)由Elad,Kale和Naor(ICARP 2016)发起的在线覆盖SDP问题。具体而言,我们获得了一般的在线学习算法,用于涵盖用分数建议和约束的线性程序,并启动学习启发算法以涵盖SDP问题的研究。 我们的技术基于Buchbinder和NAOR的原始二次框架(操作研究的数学,34,2009),并且可以进一步调整以处理变量位于有限区域的约束,即框限制。
Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist known impossibility results for approximating the optimal solution when constraints for covering SDPs arrive in an online fashion. In this paper, we study online covering linear and semidefinite programs in which the algorithm is augmented with advice from a possibly erroneous predictor. We show that if the predictor is accurate, we can efficiently bypass these impossibility results and achieve a constant-factor approximation to the optimal solution, i.e., consistency. On the other hand, if the predictor is inaccurate, under some technical conditions, we achieve results that match both the classical optimal upper bounds and the tight lower bounds up to constant factors, i.e., robustness. More broadly, we introduce a framework that extends both (1) the online set cover problem augmented with machine-learning predictors, studied by Bamas, Maggiori, and Svensson (NeurIPS 2020), and (2) the online covering SDP problem, initiated by Elad, Kale, and Naor (ICALP 2016). Specifically, we obtain general online learning-augmented algorithms for covering linear programs with fractional advice and constraints, and initiate the study of learning-augmented algorithms for covering SDP problems. Our techniques are based on the primal-dual framework of Buchbinder and Naor (Mathematics of Operations Research, 34, 2009) and can be further adjusted to handle constraints where the variables lie in a bounded region, i.e., box constraints.