Revenue maximization in the dynamic knapsack problem

We analyze maximization of revenue in the dynamic and stochastic knapsack problem where a given capacity needs to be allocated by a given deadline to sequentially arriving agents. Each agent is described by a two-dimensional type that reflects his capacity requirement and his willingness to pay per unit of capacity. Types are private information. We first characterize implementable policies. Then we solve the revenue maximization problem for the special case where there is private information about per-unit values, but capacity needs are observable. After that we derive two sets of additional conditions on the joint distribution of values and weights under which the revenue maximizing policy for the case with observable weights is implementable, and thus optimal also for the case with two-dimensional private information. In particular, we investigate the role of concave continuation revenues for implementation. We also construct a simple policy for which per-unit prices vary with requested weight but not with time, and prove that it is asymptotically revenue maximizing when available capacity/ time to the deadline both go to infinity. This highlights the importance of nonlinear as opposed to dynamic pricing.Knapsack, revenue maximization, dynamic mechanism design

Moldable Items Packing Optimization

This research has led to the development of two mathematical models to optimize the problem of packing a hybrid mix of rigid and moldable items within a three-dimensional volume. These two developed packing models characterize moldable items from two perspectives: (1) when limited discrete configurations represent the moldable items and (2) when all continuous configurations are available to the model. This optimization scheme is a component of a lean effort that attempts to reduce the lead-time associated with the implementation of dynamic product modifications that imply packing changes. To test the developed models, they are applied to the dynamic packing changes of Meals, Ready-to-Eat (MREs) at two different levels: packing MRE food items in the menu bags and packing menu bags in the boxes. These models optimize the packing volume utilization and provide information for MRE assemblers, enabling them to preplan for packing changes in a short lead-time. The optimization results are validated by running the solutions multiple times to access the consistency of solutions. Autodesk Inventor helps visualize the solutions to communicate the optimized packing solutions with the MRE assemblers for training purposes

Approximationsalgorithmen für Packungs- und Scheduling-Probleme

Algorithms for solving optimization problems play a major role in the industry. For example in the logistics industry, route plans have to be optimized according to various criteria. However, many natural optimization problems are hard to solve. That is, for many optimization problems no algorithms with running time polynomial in the size of the instance are known. Furthermore, it is a widely accepted assumption that many optimization problems do not allow algorithms that solve the problem optimally in polynomial time. One way of overcoming this dilemma is using approximation algorithms. These algorithms have a polynomial running time, but their solutions are in general not optimal but rather close to an optimum. The main subject of this thesis is approximation algorithms for packing and scheduling problems: For the three-dimensional orthogonal knapsack problem (OKP-3) without rotations we present algorithms with approximation ratios arbitrarily close to 9, 8 and 7. For OKP-3 with 90 degree rotations around the z-axis or around all axes, we present algorithms with approximation ratios arbitrarily close to 6 and 5, respectively. Both for the malleable and for the non-malleable case of the non-preemptive parallel job scheduling problem in which the number of available machines is polynomially bounded in the number of jobs, we present polynomial time approximation schemes. For the cases in which additionally the machines allotted to each job have to be contiguous, we show the existence of approximation algorithms with ratio arbitrarily close to 1.5

Nützliche Strukturen und wie sie zu finden sind: Nicht Approximierbarkeit und Approximationen für diverse Varianten des Parallel Task Scheduling Problems

In this thesis, we consider the Parallel Task Scheduling problem and several variants. This problem and its variations have diverse applications in theory and practice; for example, they appear as sub-problems in higher dimensional problems. In the Parallel Task Scheduling problem, we are given a set of jobs and a set of identical machines. Each job is a parallel task; i.e., it needs a fixed number of identical machines to be processed. A schedule assigns to each job a set of machines it is processed on and a starting time. It is feasible if at each point in time each machine processes at most one job. In a variant of this problem, called Strip Packing, the identical machines are arranged in a total order, and jobs can only allocate neighboring machines with regard to this total order. In this case, we speak of Contiguous Parallel Task Scheduling as well. In another variant, called Single Resource Constraint Scheduling, we are given an additional constraint on how many jobs can be processed at the same time. For these variants of the Parallel Task Scheduling problem, we consider an extension, where the set of machines is grouped into identical clusters. When scheduling a job, we are allowed to allocate machines from only one cluster to process the job. For all these considered problems, we close some gaps between inapproximation or hardness result and the best possible algorithm. For Parallel Task Scheduling we prove that it is strongly NP-hard if we are given precisely 4 machines. Before it was known that it is strongly NP-hard if we are given at least 5 machines, and there was an (exact) pseudo-polynomial time algorithm for up to 3 machines. For Strip Packing, we present an algorithm with approximation ratio (5/4 +ε) and prove that there is no approximation with ratio less than 5/4 unless P = NP. Concerning Single Resource Constraint Scheduling, it is not possible to find an algorithm with ratio smaller than 3/2, unless P = NP, and we present an algorithm with ratio (3/2 +ε). For the extensions to identical clusters, there can be no approximation algorithm with a ratio smaller than 2 unless P = NP. For the extensions of Strip Packing and Parallel Task Scheduling there are 2-approximations already, but they have a huge worst case running time. We present 2-approximations that have a linear running time for the extensions of Strip Packing, Parallel Task Scheduling, and Single Resource Constraint Scheduling for the case that at least three clusters are present and greatly improve the running time for two clusters. Finally, we consider three variants of Scheduling on Identical Machines with setup times. We present EPTAS results for all of them which is the best one can hope for since these problems are strongly NP-complete.In dieser Thesis untersuchen wir das Problem Parallel Task Scheduling und einige seiner Varianten. Dieses Problem und seine Variationen haben vielfältige Anwendungen in Theorie und Praxis. Beispielsweise treten sie als Teilprobleme in höherdimensionalen Problemen auf. Im Problem Parallel Task Scheduling erhalten wir eine Menge von Jobs und eine Menge identischer Maschinen. Jeder Job ist ein paralleler Task, d. h. er benötigt eine feste Anzahl der identischen Maschinen, um bearbeitet zu werden. Ein Schedule ordnet den Jobs die Maschinen zu, auf denen sie bearbeitet werden sollen, sowie einen festen Startzeitpunkt der Bearbeitung. Der Schedule ist gültig, wenn zu jedem Zeitpunkt jede Maschine höchstens einen Job bearbeitet. Beim Strip Packing Problem sind die identischen Maschinen in einer totalen Ordnung angeordnet und Jobs können nur benachbarte Maschinen in Bezug auf diese Ordnung nutzen. In dem Single Resource Constraint Scheduling Problem gibt es eine zusätzliche Einschränkung, wie viele Jobs gleichzeitig verarbeitet werden können. Für die genannten Varianten des Parallel Task Scheduling Problems betrachten wir eine Erweiterung, bei der die Maschinen in identische Cluster gruppiert sind. Bei der Bearbeitung eines Jobs dürfen in diesem Modell nur Maschinen aus einem Cluster genutzt werden. Für all diese Probleme schließen wir Lücken zwischen Nichtapproximierbarkeit und Algorithmen. Für Parallel Task Scheduling zeigen wir, dass es stark NP-vollständig ist, wenn genau 4 Maschinen gegeben sind. Vorher war ein pseudopolynomieller Algorithmus für bis zu 3 Maschinen bekannt, sowie dass dieses Problem stark NP-vollständig ist für 5 oder mehr Maschinen. Für Strip Packing zeigen wir, dass es keinen pseudopolynomiellen Algorithmus gibt, der eine Güte besser als 5/4 besitzt und geben einen pseudopolynomiellen Algorithmus mit Güte (5/4 +ε) an. Für Single Resource Constraint Scheduling ist die bestmögliche Güte eine 3/2-Approximation und wir präsentieren eine (3/2 +ε)-Approximation. Für die Erweiterung auf identische Cluster gibt es keine Approximation mit Güte besser als 2. Vor unseren Untersuchungen waren bereits Algorithmen mit Güte 2 bekannt, die jedoch gigantische Worst-Case Laufzeiten haben. Wir geben für alle drei Varianten 2-Approximationen mit linearer Laufzeit an, sofern mindestens drei Cluster gegeben sind. Schlussendlich betrachten wir noch Scheduling auf Identischen Maschinen mit Setup Zeiten. Wir entwickeln für drei untersuche Varianten dieses Problems jeweils einen EPTAS, wobei ein EPTAS das beste ist, auf das man hoffen kann, es sei denn es gilt P = NP

Evolutionary algorithms and hyper-heuristics for orthogonal packing problems

This thesis investigates two major classes of Evolutionary Algorithms, Genetic Algorithms (GAs) and Evolution Strategies (ESs), and their application to the Orthogonal Packing Problems (OPP). OPP are canonical models for NP-hard problems, the class of problems widely conceived to be unsolvable on a polynomial deterministic Turing machine, although they underlie many optimisation problems in the real world. With the increasing power of modern computers, GAs and ESs have been developed in the past decades to provide high quality solutions for a wide range of optimisation and learning problems. These algorithms are inspired by Darwinian nature selection mechanism that iteratively select better solutions in populations derived from recombining and mutating existing solutions. The algorithms have gained huge success in many areas, however, being stochastic processes, the algorithms' behaviour on different problems is still far from being fully understood. The work of this thesis provides insights to better understand both the algorithms and the problems. The thesis begins with an investigation of hyper-heuristics as a more general search paradigm based on standard EAs. Hyper-heuristics are shown to be able to overcome the difficulty of many standard approaches which only search in partial solution space. The thesis also looks into the fundamental theory of GAs, the schemata theorem and the building block hypothesis, by developing the Grouping Genetic Algorithms (GGA) for high dimensional problems and providing supportive yet qualified empirical evidences for the hypothesis. Realising the difficulties of genetic encoding over combinatorial search domains, the thesis proposes a phenotype representation together with Evolution Strategies that operates on such representation. ESs were previously applied mainly to continuous numerical optimisation, therefore being less understood when searching in combinatorial domains. The work in this thesis develops highly competent ES algorithms for OPP and opens the door for future research in this area

Evolutionary algorithms and hyper-heuristics for orthogonal packing problems

This thesis investigates two major classes of Evolutionary Algorithms, Genetic Algorithms (GAs) and Evolution Strategies (ESs), and their application to the Orthogonal Packing Problems (OPP). OPP are canonical models for NP-hard problems, the class of problems widely conceived to be unsolvable on a polynomial deterministic Turing machine, although they underlie many optimisation problems in the real world. With the increasing power of modern computers, GAs and ESs have been developed in the past decades to provide high quality solutions for a wide range of optimisation and learning problems. These algorithms are inspired by Darwinian nature selection mechanism that iteratively select better solutions in populations derived from recombining and mutating existing solutions. The algorithms have gained huge success in many areas, however, being stochastic processes, the algorithms' behaviour on different problems is still far from being fully understood. The work of this thesis provides insights to better understand both the algorithms and the problems. The thesis begins with an investigation of hyper-heuristics as a more general search paradigm based on standard EAs. Hyper-heuristics are shown to be able to overcome the difficulty of many standard approaches which only search in partial solution space. The thesis also looks into the fundamental theory of GAs, the schemata theorem and the building block hypothesis, by developing the Grouping Genetic Algorithms (GGA) for high dimensional problems and providing supportive yet qualified empirical evidences for the hypothesis. Realising the difficulties of genetic encoding over combinatorial search domains, the thesis proposes a phenotype representation together with Evolution Strategies that operates on such representation. ESs were previously applied mainly to continuous numerical optimisation, therefore being less understood when searching in combinatorial domains. The work in this thesis develops highly competent ES algorithms for OPP and opens the door for future research in this area

A tale of two packing problems : improved algorithms and tighter bounds for online bin packing and the geometric knapsack problem

In this thesis, we deal with two packing problems: the online bin packing and the geometric knapsack problem. In online bin packing, the aim is to pack a given number of items of different size into a minimal number of containers. The items need to be packed one by one without knowing future items. For online bin packing in one dimension, we present a new family of algorithms that constitutes the first improvement over the previously best algorithm in almost 15 years. While the algorithmic ideas are intuitive, an elaborate analysis is required to prove its competitive ratio. We also give a lower bound for the competitive ratio of this family of algorithms. For online bin packing in higher dimensions, we discuss lower bounds for the competitive ratio and show that the ideas from the one-dimensional case cannot be easily transferred to obtain better two-dimensional algorithms. In the geometric knapsack problem, one aims to pack a maximum weight subset of given rectangles into one square container. For this problem, we consider online approximation algorithms. For geometric knapsack with square items, we improve the running time of the best known PTAS and obtain an EPTAS. This shows that large running times caused by some standard techniques for geometric packing problems are not always necessary and can be improved. Finally, we show how to use resource augmentation to compute optimal solutions in EPTAS-time, thereby improving upon the known PTAS for this case.In dieser Arbeit betrachten wir zwei Packungsprobleme: Online Bin Packing und das geometrische Rucksackproblem. Bei Online Bin Packing versucht man, eine gegebene Menge an Objekten verschiedener Größe in die kleinstmögliche Anzahl an Behältern zu packen. Die Objekte müssen eins nach dem anderen gepackt werden, ohne zukünftige Objekte zu kennen. Für eindimensionales Online Bin Packing beschreiben wir einen neuen Algorithmus, der die erste Verbesserung gegenüber dem bisher besten Algorithmus seit fast 15 Jahren darstellt. Während die algorithmischen Ideen intuitiv sind, ist eine ausgefeilte Analyse notwendig um das Kompetitivitätsverhältnis zu beweisen. Für Online Bin Packing in mehreren Dimensionen geben wir untere Schranken für das Kompetitivitätsverhältnis an und zeigen, dass die Ideen aus dem eindimensionalen Fall nicht direkt zu einer Verbesserung führen. Beim geometrischen Rucksackproblem ist es das Ziel, eine größtmögliche Teilmenge gegebener Rechtecke in einen einzelnen quadratischen Behälter zu packen. Für dieses Problem betrachten wir Approximationsalgorithmen. Für das Problem mit quadratischen Objekten verbessern wir die Laufzeit des bekannten PTAS zu einem EPTAS. Die langen Laufzeiten vieler Standardtechniken für geometrische Probleme können also vermieden werden. Schließlich zeigen wir, wie Ressourcenvergrößerung genutzt werden kann, um eine optimale Lösung in EPTAS-Zeit zu berechnen, was das bisherige PTAS verbessert.Google PhD Fellowshi

Four Essays in Economic Theory

This thesis comprises four essays that belong to different strands of the theoretical economic literature. Chapter 1 and Chapter 2 study two-sided one-to-one matching markets with quasi-linear utility and multi-dimensional heterogeneity. Chapter 1 investigates the efficiency properties of two-sided investments and in particular the sources and limitations of potential investment coordination failures in large two-sided economies with competitive post-investment market. Chapter 2 scrutinizes a novel two-sided matching model with a finite number of agents and two-sided private information about exogenously given attributes. Chapter 3 is a note on the optimal size of fixed-prize research tournaments that seeks to fill two important gaps in an influential paper by Fullerton and McAfee (1999), and Chapter 4 studies the impact of incomplete information on the problem of maximizing revenue in a dynamic version of the knapsack problem, which is a classical combinatorial resource allocation problem with numerous economic applications

Parametrisierte Algorithmen für Ganzzahlige Lineare Programme und deren Anwendungen für Zuweisungsprobleme

This thesis is concerned with solving NP-hard problems. We consider two prominent strategies of coping with such computationally hard questions efficiently. The first approach aims to design approximation algorithms, that is, we are content to find good, but non-optimal solutions in polynomial time. The second strategy is called Fixed-Parameter Tractability (FPT) and considers parameters of the instance to capture the hardness of the problem and by that, obtain efficient algorithms with respect to the remaining input. This thesis employs both strategies jointly to develop efficient approximation and exact algorithms using parameterization and modeling the problem as structured integer linear programs (ILPs), which can be solved in FPT. In the first part of this work, we concentrate on these well-structured ILPs. On the one hand, we develop an efficient algorithm for block-structured integer linear programs called n-fold ILPs. On the other hand, we investigate the similarly block-structured 2-stage stochastic ILPs and prove conditional lower bounds regarding the running time of any algorithm solving them that match the best known upper bounds. We also prove the tightness of certain structural parameters called sensitivity and proximity for ILPs which arise from combinatorial questions such as allocation problems. The second part utilizes n-fold ILPs and structural properties to add to and improve upon known results for Scheduling and Bin Packing problems. We design exact FPT algorithms for the Scheduling With Clique Incompatibilities, Bin Packing, and Multiple Knapsack problems. Further, we provide constant-factor approximation algorithms and polynomial time approximation schemes (PTAS) for the Class Constraint Scheduling problems. Broadening our scope, we also investigate this problem and the closely related Cardinality Constraint Scheduling problem in the online setting and derive lower bounds for the approximation ratios as well as a PTAS for them. Altogether, this thesis contributes to the knowledge about structured ILPs, proves their limits and reaffirms their usefulness for a plethora of allocation problems. In doing so, various new and improved algorithms with respect to the running time or approximation quality emerge