We study online multidimensional variants of the generalized assignment problem which are used to model prominent real-world applications, such as the assignment of virtual machines with multiple resource requirements to physical infrastructure in cloud computing. These problems can be seen as an extension of the well known secretary problem and thus the standard online worst-case model cannot provide any performance guarantee. The prevailing model in this case is the random-order model, which provides a useful realistic and robust alternative. Using this model, we study the @math -dimensional generalized assignment problem, where we introduce a novel technique that achieves an @math -competitive algorithms and prove a matching lower bound of @math . Furthermore, our algorithm improves upon the best-known competitive-ratio for the online (one-dimensional) generalized assignment problem and the online knapsack problem.
Inspired by online ad allocation, we study online stochastic packing integer programs from theoretical and practical standpoints. We first present a near-optimal online algorithm for a general class of packing integer programs which model various online resource allocation problems including online variants of routing, ad allocations, generalized assignment, and combinatorial auctions. As our main theoretical result, we prove that a simple dual training-based algorithm achieves a (1-o(1))- approximation guarantee in the random order stochastic model. This is a significant improvement over logarithmic or constant-factor approximations for the adversarial variants of the same problems (e.g. factor 1 - 1 e for online ad allocation, and log(m) for online routing). We then focus on the online display ad allocation problem and study the efficiency and fairness of various training-based and online allocation algorithms on data sets collected from real-life display ad allocation system. Our experimental evaluation confirms the effectiveness of training-based algorithms on real data sets, and also indicates an intrinsic trade-off between fairness and efficiency. We consider packing LP's with m rows where all constraint coefficients are normalized to be in the unit interval. The n columns arrive in random order and the goal is to set the corresponding decision variables irrevocably when they arrive to obtain a feasible solution maximizing the expected reward. Previous (1−e)-competitive algorithms require the right-hand side of the LP to be @math , a bound that worsens with the number of columns and rows. However, the dependence on the number of columns is not required in the single-row case and known lower bounds for the general case are also independent of n. Our goal is to understand whether the dependence on n is required in the multi-row case, making it fundamentally harder than the single-row version. We refute this by exhibiting an algorithm which is (1−e)-competitive as long as the right-hand sides are @math . Our techniques refine previous PAC-learning based approaches which interpret the online decisions as linear classifications of the columns based on sampled dual prices. The key ingredient of our improvement comes from a non-standard covering argument together with the realization that only when the columns of the LP belong to few 1-d subspaces we can obtain small such covers; bounding the size of the cover constructed also relies on the geometry of linear classifiers. General packing LP's are handled by perturbing the input columns, which can be seen as making the learning problem more robust. A natural optimization model that formulates many online resource allocation problems is the online linear programming LP problem in which the constraint matrix is revealed column by column along with the corresponding objective coefficient. In such a model, a decision variable has to be set each time a column is revealed without observing the future inputs, and the goal is to maximize the overall objective function. In this paper, we propose a near-optimal algorithm for this general class of online problems under the assumptions of random order of arrival and some mild conditions on the size of the LP right-hand-side input. Specifically, our learning-based algorithm works by dynamically updating a threshold price vector at geometric time intervals, where the dual prices learned from the revealed columns in the previous period are used to determine the sequential decisions in the current period. Through dynamic learning, the competitiveness of our algorithm improves over the past study of the same problem. We also present a worst case example showing that the performance of our algorithm is near optimal.