In this paper, we study a class of online continuous optimization problems. At each round, the utility function is the sum of a weakly diminishing-returns (DR) submodular function and a concave function, certain cost associated with the action will occur, and the problem has total limited budget. Combining the two methods, the penalty function and Frank-Wolfe strategies, we present an online method to solve the considered problem. Choosing appropriate stepsize and penalty parameters, the performance of the online algorithm is guaranteed, that is, it achieves sub-linear regret bound and certain mild constraint violation bound in expectation.
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In this work, we study a
Recent progress in maximizing submodular functions with a cardinality constraint through centralized and streaming modes has demonstrated a wide range of applications and also developed comprehensive theoretical guarantees. The submodularity was investigated to capture the diversity and representativeness of the utilities, and the monotonicity has the advantage of improving the coverage. Regularized submodular optimization models were developed in the latest studies (such as a house on fire), which aimed to sieve subsets with constraints to optimize regularized utilities. This study is motivated by the setting in which the input stream is partitioned into several disjoint parts, and each part has a limited size constraint. A first threshold-based bicriteria
The paper proposes the optimization problem of maximizing the sum of suBmodular and suPermodular (BP) functions with partial monotonicity under a streaming fashion. In this model, elements are randomly released from the stream and the utility is encoded by the sum of partial monotone suBmodular and suPermodular functions. The goal is to determine whether a subset from the stream of size bounded by parameter