- Decentralized Online Integer Programming Problems with a Coupling Cardinality Constraint Ezgi Karabulut(ezgi.karabulutgatech.edu) Shabbir Ahmed(shabbir.ahmedisye.gatech.edu) George L. Nemhauser(george.nemhauserisye.gatech.edu) Abstract: We consider a problem involving a set of agents who need to coordinate their actions to optimize the sum of their objectives while satisfying a common resource constraint. The objective functions of the agents are unknown to them a priori and are revealed in an online manner. The resulting problem is an online optimization problem to optimally allocate the resource among the agents prior to observing the item values. For any deterministic online algorithm for this problem, it has been shown that there exists a lower bound of $\Omega(T)$ on regret. When the agents’ integer programs satisfy a discrete concavity condition, we propose a randomized online algorithm that is decentralized and guarantees an upper bound of $O(\sqrt T)$ on the expected regret. Keywords: distributed integer programming, online optimization, decentralized optimization Category 1: Integer Programming ((Mixed) Integer Linear Programming ) Category 2: Optimization Software and Modeling Systems (Parallel Algorithms ) Citation: Georgia Institute of Technology - Atlanta, GA Download: [PDF]Entry Submitted: 09/11/2019Entry Accepted: 09/11/2019Entry Last Modified: 09/11/2019Modify/Update this entry Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Optmization Society.