arXiv:2601.14629math.OCcs.DS2026-01

在线线性规划中资源逐步补充,提出新算法实现近最优后悔界。

Online Linear Programming with Replenishment

  • 资源非预先给定,而是通过随机补货逐步积累,改变经典模型结构。
  • 在不同分布下分别实现√T、log T和log²T的后悔率,逼近理论最优。
  • 适用于电商履约、易腐供应链等场景,比传统方法更优。

我们研究一种在线线性规划(OLP)模型,其中库存并非事先提供,而是通过外生的随机补货过程逐步到达。该补货机制刻画了电商履约、易腐供应链及可再生能源系统等实际场景,资源逐步累积,初始库存小或为零。引入分散且不确定的补货从根本上改变了经典OLP的结构,导致持续缺货风险,并消除对总预算的提前认知。本文针对文献中三种主要分布情形——有界分布、有限支撑分布、具有非退化条件的连续支撑分布,设计新算法并完成后悔分析。对于有界分布,提出算法达到$ ilde{ ext{O}}( ext{√}T)$后悔;对于非退化的有限支撑分布,获得$ ext{O}( ext{log }T)$后悔,且对退化情形建立Ω(√T)下界,揭示与经典设定中可实现O(1)后悔的显著差异;对于连续支撑、非退化分布,提出两阶段‘先累积再转换’算法,实现$ ext{O}( ext{log}^2 T)$后悔,接近经典设置下的$ ext{O}( ext{log }T)$水平。这些结果共同提供了带补货的OLP最优后悔率的近乎完整刻画。最后,实验验证了所提算法在补货场景下优于经典方法的自然扩展。

原文摘要 · Abstract (English)

We study an online linear programming (OLP) model in which inventory is not provided upfront but instead arrives gradually through an exogenous stochastic replenishment process. This replenishment-based formulation captures operational settings, such as e-commerce fulfillment, perishable supply chains, and renewable-powered systems, where resources are accumulated gradually and initial inventories are small or zero. The introduction of dispersed, uncertain replenishment fundamentally alters the structure of classical OLPs, creating persistent stockout risk and eliminating advance knowledge of the total budget. We develop new algorithms and regret analyses for three major distributional regimes studied in the OLP literature: bounded distributions, finite-support distributions, and continuous-support distributions with a non-degeneracy condition. For bounded distributions, we design an algorithm that achieves $\widetilde{\mathcal{O}}(\sqrt{T})$ regret. For finite-support distributions with a non-degenerate induced LP, we obtain $\mathcal{O}(\log T)$ regret, and we establish an $Ω(\sqrt{T})$ lower bound for degenerate instances, demonstrating a sharp separation from the classical setting where $\mathcal{O}(1)$ regret is achievable. For continuous-support, non-degenerate distributions, we develop a two-stage accumulate-then-convert algorithm that achieves $\mathcal{O}(\log^2 T)$ regret, comparable to the $\mathcal{O}(\log T)$ regret in classical OLPs. Together, these results provide a near-complete characterization of the optimal regret achievable in OLP with replenishment. Finally, we empirically evaluate our algorithms and demonstrate their advantages over natural adaptations of classical OLP methods in the replenishment setting.

在线优化补货模型后悔分析线性规划

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