Primal feasibility — immediate
Dual feasibility — the real work
0 ≤ y_i ≤ 1holds trivially; the binding constraint isΣ_i y_i ≤ b(13:47,14:14).y_iis set to 1 only whilex < 1, i.e. only inside theelsebranch. So it suffices to showx < 1can happen at mostbtimes (14:14,14:43).
The geometric-increment argument
- Let
x_ibe the increment added toxon dayi, sox = Σ_i x_i(15:13). - From the update rule:
x_1 = 1/(cb), and the increments are geometric with ratioq = 1 + 1/b(15:42). - Summing the first
bincrements:Σ_{j=0}^{b−1} q^j / (cb) = (1/(cb)) · ((1 + 1/b)^b − 1)/(1/b)— theb's cancel, leaving((1 + 1/b)^b − 1)/c(16:17,16:52).
Choosing c
- We want
x = 1afterbdays, so setc = (1 + 1/b)^b − 1(17:38,18:03). - That makes the competitive ratio
1 + 1/cexactly the bound promised at the start of the lecture (18:03).
Chaining weak duality
- Weak duality: for any feasible pair,
cost(D) ≤ opt(P) ≤ cost(P)(18:20,18:45). - Combined with
cost(P) ≤ (1 + 1/c)·cost(D), we getcost(P) ≤ (1 + 1/c)·opt(P), i.e.(1 + 1/c)-competitive (18:45,19:12).