Constrained Monotone Function Maximization and the Supermodular Degree

The problem of maximizing a constrained monotone set function has many practical applications and generalizes many combinatorial problems. Unfortunately, it is generally not possible to maximize a monotone set function up to an acceptable approximation ratio, even subject to simple constraints. One highly studied approach to cope with this hardness is to restrict the set function. An outstanding disadvantage of imposing such a restriction on the set function is that no result is implied for set functions deviating from the restriction, even slightly. A more flexible approach, studied by Feige and Izsak, is to design an approximation algorithm whose approximation ratio depends on the complexity of the instance, as measured by some complexity measure. Specifically, they introduced a complexity measure called supermodular degree, measuring deviation from submodularity, and designed an algorithm for the welfare maximization problem with an approximation ratio that depends on this measure. In this work, we give the first (to the best of our knowledge) algorithm for maximizing an arbitrary monotone set function, subject to a k-extendible system. This class of constraints captures, for example, the intersection of k-matroids (note that a single matroid constraint is sufficient to capture the welfare maximization problem). Our approximation ratio deteriorates gracefully with the complexity of the set function and k. Our work can be seen as generalizing both the classic result of Fisher, Nemhauser and Wolsey, for maximizing a submodular set function subject to a k-extendible system, and the result of Feige and Izsak for the welfare maximization problem. Moreover, when our algorithm is applied to each one of these simpler cases, it obtains the same approximation ratio as of the respective original work.Comment: 23 page

Combinatorial Assortment Optimization

Assortment optimization refers to the problem of designing a slate of products to offer potential customers, such as stocking the shelves in a convenience store. The price of each product is fixed in advance, and a probabilistic choice function describes which product a customer will choose from any given subset. We introduce the combinatorial assortment problem, where each customer may select a bundle of products. We consider a model of consumer choice where the relative value of different bundles is described by a valuation function, while individual customers may differ in their absolute willingness to pay, and study the complexity of the resulting optimization problem. We show that any sub-polynomial approximation to the problem requires exponentially many demand queries when the valuation function is XOS, and that no FPTAS exists even for succinctly-representable submodular valuations. On the positive side, we show how to obtain constant approximations under a "well-priced" condition, where each product's price is sufficiently high. We also provide an exact algorithm for $k$-additive valuations, and show how to extend our results to a learning setting where the seller must infer the customers' preferences from their purchasing behavior