13 research outputs found
Packing a Knapsack of Unknown Capacity
We study the problem of packing a knapsack without knowing its capacity.
Whenever we attempt to pack an item that does not fit, the item is discarded;
if the item fits, we have to include it in the packing. We show that there is
always a policy that packs a value within factor 2 of the optimum packing,
irrespective of the actual capacity. If all items have unit density, we achieve
a factor equal to the golden ratio. Both factors are shown to be best possible.
In fact, we obtain the above factors using packing policies that are universal
in the sense that they fix a particular order of the items and try to pack the
items in this order, independent of the observations made while packing. We
give efficient algorithms computing these policies. On the other hand, we show
that, for any alpha>1, the problem of deciding whether a given universal policy
achieves a factor of alpha is coNP-complete. If alpha is part of the input, the
same problem is shown to be coNP-complete for items with unit densities.
Finally, we show that it is coNP-hard to decide, for given alpha, whether a set
of items admits a universal policy with factor alpha, even if all items have
unit densities
The Price of Information in Combinatorial Optimization
Consider a network design application where we wish to lay down a
minimum-cost spanning tree in a given graph; however, we only have stochastic
information about the edge costs. To learn the precise cost of any edge, we
have to conduct a study that incurs a price. Our goal is to find a spanning
tree while minimizing the disutility, which is the sum of the tree cost and the
total price that we spend on the studies. In a different application, each edge
gives a stochastic reward value. Our goal is to find a spanning tree while
maximizing the utility, which is the tree reward minus the prices that we pay.
Situations such as the above two often arise in practice where we wish to
find a good solution to an optimization problem, but we start with only some
partial knowledge about the parameters of the problem. The missing information
can be found only after paying a probing price, which we call the price of
information. What strategy should we adopt to optimize our expected
utility/disutility?
A classical example of the above setting is Weitzman's "Pandora's box"
problem where we are given probability distributions on values of
independent random variables. The goal is to choose a single variable with a
large value, but we can find the actual outcomes only after paying a price. Our
work is a generalization of this model to other combinatorial optimization
problems such as matching, set cover, facility location, and prize-collecting
Steiner tree. We give a technique that reduces such problems to their non-price
counterparts, and use it to design exact/approximation algorithms to optimize
our utility/disutility. Our techniques extend to situations where there are
additional constraints on what parameters can be probed or when we can
simultaneously probe a subset of the parameters.Comment: SODA 201
Stochastic Combinatorial Optimization via Poisson Approximation
We study several stochastic combinatorial problems, including the expected
utility maximization problem, the stochastic knapsack problem and the
stochastic bin packing problem. A common technical challenge in these problems
is to optimize some function of the sum of a set of random variables. The
difficulty is mainly due to the fact that the probability distribution of the
sum is the convolution of a set of distributions, which is not an easy
objective function to work with. To tackle this difficulty, we introduce the
Poisson approximation technique. The technique is based on the Poisson
approximation theorem discovered by Le Cam, which enables us to approximate the
distribution of the sum of a set of random variables using a compound Poisson
distribution.
We first study the expected utility maximization problem introduced recently
[Li and Despande, FOCS11]. For monotone and Lipschitz utility functions, we
obtain an additive PTAS if there is a multidimensional PTAS for the
multi-objective version of the problem, strictly generalizing the previous
result.
For the stochastic bin packing problem (introduced in [Kleinberg, Rabani and
Tardos, STOC97]), we show there is a polynomial time algorithm which uses at
most the optimal number of bins, if we relax the size of each bin and the
overflow probability by eps.
For stochastic knapsack, we show a 1+eps-approximation using eps extra
capacity, even when the size and reward of each item may be correlated and
cancelations of items are allowed. This generalizes the previous work [Balghat,
Goel and Khanna, SODA11] for the case without correlation and cancelation. Our
algorithm is also simpler. We also present a factor 2+eps approximation
algorithm for stochastic knapsack with cancelations. the current known
approximation factor of 8 [Gupta, Krishnaswamy, Molinaro and Ravi, FOCS11].Comment: 42 pages, 1 figure, Preliminary version appears in the Proceeding of
the 45th ACM Symposium on the Theory of Computing (STOC13
Approximation Algorithms for Correlated Knapsacks and Non-Martingale Bandits
In the stochastic knapsack problem, we are given a knapsack of size B, and a
set of jobs whose sizes and rewards are drawn from a known probability
distribution. However, we know the actual size and reward only when the job
completes. How should we schedule jobs to maximize the expected total reward?
We know O(1)-approximations when we assume that (i) rewards and sizes are
independent random variables, and (ii) we cannot prematurely cancel jobs. What
can we say when either or both of these assumptions are changed?
The stochastic knapsack problem is of interest in its own right, but
techniques developed for it are applicable to other stochastic packing
problems. Indeed, ideas for this problem have been useful for budgeted learning
problems, where one is given several arms which evolve in a specified
stochastic fashion with each pull, and the goal is to pull the arms a total of
B times to maximize the reward obtained. Much recent work on this problem focus
on the case when the evolution of the arms follows a martingale, i.e., when the
expected reward from the future is the same as the reward at the current state.
What can we say when the rewards do not form a martingale?
In this paper, we give constant-factor approximation algorithms for the
stochastic knapsack problem with correlations and/or cancellations, and also
for budgeted learning problems where the martingale condition is not satisfied.
Indeed, we can show that previously proposed LP relaxations have large
integrality gaps. We propose new time-indexed LP relaxations, and convert the
fractional solutions into distributions over strategies, and then use the LP
values and the time ordering information from these strategies to devise a
randomized adaptive scheduling algorithm. We hope our LP formulation and
decomposition methods may provide a new way to address other correlated bandit
problems with more general contexts
Models, algorithms and performance analysis for adaptive operating room scheduling
The complex optimisation problems arising in the scheduling of operating rooms have received considerable attention in recent scientific literature because of their impact on costs, revenues and patient health. For an important part, the complexity stems from the stochastic nature of the problem. In practice, this stochastic nature often leads to schedule adaptations on the day of schedule execution. While operating room performance is thus importantly affected by such adaptations, decision-making on adaptations is hardly addressed in scientific literature. Building on previous literature on adaptive scheduling, we develop adaptive operating room scheduling models and problems, and analyse the performance of corresponding adaptive scheduling policies. As previously proposed (fully) adaptive scheduling models and policies are infeasible in operating room scheduling practice, we extend adaptive scheduling theory by introducing the novel concept of committing. Moreover, the core of the proposed adaptive policies with committing is formed by a new, exact, pseudo-polynomial algorithm to solve a general class of stochastic knapsack problems. Using these theoretica
Learning Strategies in Decentralized Matching Markets under Uncertain Preferences
We study the problem of decision-making in the setting of a scarcity of
shared resources when the preferences of agents are unknown a priori and must
be learned from data. Taking the two-sided matching market as a running
example, we focus on the decentralized setting, where agents do not share their
learned preferences with a central authority. Our approach is based on the
representation of preferences in a reproducing kernel Hilbert space, and a
learning algorithm for preferences that accounts for uncertainty due to the
competition among the agents in the market. Under regularity conditions, we
show that our estimator of preferences converges at a minimax optimal rate.
Given this result, we derive optimal strategies that maximize agents' expected
payoffs and we calibrate the uncertain state by taking opportunity costs into
account. We also derive an incentive-compatibility property and show that the
outcome from the learned strategies has a stability property. Finally, we prove
a fairness property that asserts that there exists no justified envy according
to the learned strategies