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Competitive Algorithms for Online Budget-Constrained Continuous DR-Submodular Problems (1907.00312v1)
Published 30 Jun 2019 in math.OC, cs.LG, and stat.ML
Abstract: In this paper, we study a certain class of online optimization problems, where the goal is to maximize a function that is not necessarily concave and satisfies the Diminishing Returns (DR) property under budget constraints. We analyze a primal-dual algorithm, called the Generalized Sequential algorithm, and we obtain the first bound on the competitive ratio of online monotone DR-submodular function maximization subject to linear packing constraints which matches the known tight bound in the special case of linear objective function.