An offline algorithm is one that knows the entire input in advance. An online algorithm, however, processes its input in a serial fashion. In contrast to offline algorithms, an online algorithm works in a local fashion and has to make irrevocable decisions without having the entire input. Online algorithms are often not optimal since their irrevocable decisions may turn out to be inefficient after receiving the rest of the input. For a given online problem, the goal is to design algorithms which are competitive against the offline optimal solutions.

In a classical offline scenario, it is often common to see a dual analysis of problems that can be formulated as a linear or convex program. Primal-dual and dual-fitting techniques have been successfully applied to many such problems. Unfortunately, the usual tricks come short in an online setting since an online algorithm should make decisions without knowing even the whole program.

In this thesis, we study the competitive analysis of fundamental problems in the literature such as different variants of online matching and online Steiner connectivity, via online dual techniques.

Although there are many generic tools for solving an optimization problem in the offline paradigm, in comparison, much less is known for tackling online problems.

The main focus of this work is to design generic techniques for solving integral linear optimization problems where the solution space is restricted via a set of linear constraints. A general family of these problems are online packing/covering problems. Our work shows that for several seemingly unrelated problems, primal-dual techniques can be successfully applied as a unifying approach for analyzing these problems. We believe this leads to generic algorithmic frameworks for solving online problems.

In the first part of the thesis, we show the effectiveness of our techniques in the stochastic settings and their applications in Bayesian mechanism design. In particular, we introduce new techniques for solving a fundamental linear optimization problem, namely, the stochastic generalized assignment problem (GAP). This packing problem generalizes various problems such as online matching, ad allocation, bin packing, etc. We furthermore show applications of such results in the mechanism design by introducing Prophet Secretary, a novel Bayesian model for online auctions.

In the second part of the thesis, we focus on the covering problems. We develop the framework of "Disk Painting" for a general class of network design problems that can be characterized by proper functions. This class generalizes the node-weighted and edge-weighted variants of several well-known Steiner connectivity problems. We furthermore design a generic technique for solving the prize-collecting variants of these problems when there exists a dual analysis for the non-prize-collecting counterparts. Hence, we solve the online prize-collecting variants of several network design problems for the first time.

Finally we focus on designing techniques for online problems with mixed packing/covering constraints. We initiate the study of degree-bounded graph optimization problems in the online setting by designing an online algorithm with a tight competitive ratio for the degree-bounded Steiner forest problem. We hope these techniques establishes a starting point for the analysis of the important class of online degree-bounded optimization on graphs.