From Cost Sharing Mechanisms to Online Selection Problems

We consider a general class of online optimization problems, called online selection problems, where customers arrive sequentially, and one has to decide upon arrival whether to accept or reject each customer. If a customer is rejected, then a rejection cost is incurred. The accepted customers are served with minimum possible cost, either online or after all customers have arrived. The goal is to minimize the total production costs for the accepted customers plus the rejection costs for the rejected customers. These selection problems are related to online variants of offline prize collecting combinatorial optimization problems that have been widely studied in the computer science literature. In this paper, we provide a general framework to develop online algorithms for this class of selection problems. In essence, the algorithmic framework leverages any cost sharing mechanism with certain properties into a poly-logarithmic competitive online algorithm for the respective problem; the competitive ratios are shown to be near-optimal. We believe that the general and transparent connection we establish between cost sharing mechanisms and online algorithms could lead to additional online algorithms for problems beyond the ones studied in this paper.National Science Foundation (U.S.) (CAREER Award CMMI-0846554)United States. Air Force Office of Scientific Research (FA9550-11-1-0150)United States. Air Force Office of Scientific Research (FA9550-08-1-0369)Solomon Buchsbaum AT&T Research Fun

Prize-Collecting Steiner Networks via Iterative Rounding

Abstract. In this paper we design an iterative rounding approach for the classic prize-collecting Steiner forest problem and more generally the prize-collecting survivable Steiner network design problem. We show as an structural result that in each iteration of our algorithm there is an LP variable in a basic feasible solution which is at least one-third-integral resulting a 3-approximation algorithm for this problem. In addition, we show this factor 3 in our structural result is indeed tight for prize-collecting Steiner forest and thus prize-collecting survivable Steiner network design. This especially answers negatively the previous belief that one might be able to obtain an approximation factor better than 3 for these problems using a natural iterative rounding approach. Our structural result is extending the celebrated iterative rounding approach of Jain [13] by using several new ideas some from more complicated linear algebra. The approach of this paper can be also applied to get a constant factor (bicriteria-)approximation algorithm for degree constrained prize-collecting network design problems. We emphasize that though in theory we can prove existence of only an LP variable of at least one-third-integral, in practice very often in each iteration there exists a variable of integral or almost integral which results in a much better approximation factor than provable factor 3 in this paper (see patent application [11]). This is indeed the advantage of our algorithm in this paper over previous approximation algorithms for prize-collecting Steiner forest with the same or slightly better provable approximation factors.

A constant-factor approximation algorithm for the multicommodity rent-or-buy problem

We present the first constant-factor approximation algorithm for network design with multiple commodities and economies of scale. We consider the rent-or-buy problem, a type of multicommodity buy-at-bulk network design in which there are two ways to install capacity on any given edge. Capacity can be rented, with cost incurred on a perunit of capacity basis, or bought, which allows unlimited use after payment of a large fixed cost. Given a graph and a set of source-sink pairs, we seek a minimum-cost way of installing sufficient capacity on edges so that a prescribed amount of flow can be sent simultaneously from each source to the corresponding sink. Recent work on buy-at-bulk network design has concentrated on the special case where all sinks are identical; existing constant-factor approximation algorithms for this special case make crucial use of the assumption that all commodities ship flow to the same sink vertex and do not obviously extend to the multicommodity rent-or-buy problem. Prior to our work, the best heuristics for the multicommodity rent-or-buy problem achieved only logarithmic performance guarantees and relied on the machinery of relaxed metrical task systems or of metric embeddings. By contrast, we solve the network design problem directly via a novel primal-dual algorithm.

A Constant-Factor Approximation Algorithm for the Multicommodity Rent-or-Buy Problem

We present the first constant factor approximation algorithm for network design with multiple commodities and economies of scale. We consider the rent-or-buy problem, a type of multicommodity buy-at-bulk network design in which there are two ways to install capacity on any given edge. Capacity can be rented, with cost incurred on a per-unit of capacity basis, or bought, which allows unlimited use after payment of a large fixed cost. Given a graph and a set of source-sink pairs, we seek a minimum-cost way of installing sufficient capacity on edges so that a prescribed amount of flow can be sent simultaneously from each source to the corresponding sink. Recent work on buy-at-bulk network design has concentrated on the special case where all sinks are identical; existing constant factor approximation algorithms for this special case make crucial use of the assumption that all commodities ship flow to the same sink vertex and do not obviously extend to the multicommodity rent-or-buy problem. Prior to our work, the best heuristics for the multicommodity rent-or-buy problem achieved only logarithmic performance guarantees and relied on the machinery of relaxed metrical task systems or of metric embeddings. By contrast, we solve the network design problem directly via a novel primal-dual algorith