A Learning-Augmented Approach to Online Allocation Problems

In online allocation problems, an algorithm must choose from a set of options at each step, where each option incurs a set of costs/rewards associated with a set of $d$ agents. The goal is to minimize/maximize a function of the accumulated costs/rewards assigned to the agents over the course of the entire allocation process. Such problems are common in combinatorial optimization, including minimization problems such as machine scheduling and network routing, as well as maximization problems such as fair allocation for welfare maximization. In this paper, we develop a general learning-augmented algorithmic framework for online allocation problems that produces a nearly optimal solution using only a single $d$-dimensional vector of learned weights. Using this general framework, we derive learning-augmented online algorithms for a broad range of application problems in routing, scheduling, and fair allocation. Our main tool is convex programming duality, which may also have further implications for learning-augmented algorithms in the future.