Algorithms for Secretary Problems on Graphs and Hypergraphs

We examine several online matching problems, with applications to Internet advertising reservation systems. Consider an edge-weighted bipartite graph G, with partite sets L, R. We develop an 8-competitive algorithm for the following secretary problem: Initially given R, and the size of L, the algorithm receives the vertices of L sequentially, in a random order. When a vertex l \in L is seen, all edges incident to l are revealed, together with their weights. The algorithm must immediately either match l to an available vertex of R, or decide that l will remain unmatched. Dimitrov and Plaxton show a 16-competitive algorithm for the transversal matroid secretary problem, which is the special case with weights on vertices, not edges. (Equivalently, one may assume that for each l \in L, the weights on all edges incident to l are identical.) We use a similar algorithm, but simplify and improve the analysis to obtain a better competitive ratio for the more general problem. Perhaps of more interest is the fact that our analysis is easily extended to obtain competitive algorithms for similar problems, such as to find disjoint sets of edges in hypergraphs where edges arrive online. We also introduce secretary problems with adversarially chosen groups. Finally, we give a 2e-competitive algorithm for the secretary problem on graphic matroids, where, with edges appearing online, the goal is to find a maximum-weight acyclic subgraph of a given graph.Comment: 15 pages, 2 figure

The Submodular Secretary Problem Goes Linear

During the last decade, the matroid secretary problem (MSP) became one of the most prominent classes of online selection problems. Partially linked to its numerous applications in mechanism design, substantial interest arose also in the study of nonlinear versions of MSP, with a focus on the submodular matroid secretary problem (SMSP). So far, O(1)-competitive algorithms have been obtained for SMSP over some basic matroid classes. This created some hope that, analogously to the matroid secretary conjecture, one may even obtain O(1)-competitive algorithms for SMSP over any matroid. However, up to now, most questions related to SMSP remained open, including whether SMSP may be substantially more difficult than MSP; and more generally, to what extend MSP and SMSP are related. Our goal is to address these points by presenting general black-box reductions from SMSP to MSP. In particular, we show that any O(1)-competitive algorithm for MSP, even restricted to a particular matroid class, can be transformed in a black-box way to an O(1)-competitive algorithm for SMSP over the same matroid class. This implies that the matroid secretary conjecture is equivalent to the same conjecture for SMSP. Hence, in this sense SMSP is not harder than MSP. Also, to find O(1)-competitive algorithms for SMSP over a particular matroid class, it suffices to consider MSP over the same matroid class. Using our reductions we obtain many first and improved O(1)-competitive algorithms for SMSP over various matroid classes by leveraging known algorithms for MSP. Moreover, our reductions imply an O(loglog(rank))-competitive algorithm for SMSP, thus, matching the currently best asymptotic algorithm for MSP, and substantially improving on the previously best O(log(rank))-competitive algorithm for SMSP

Secretary Problems: Weights and Discounts

The classical secretary problem studies the problem of selecting online an element (a “secretary”) with maximum value in a randomly ordered sequence. The difficulty lies in the fact that an element must be either selected or discarded upon its arrival, and this decision is irrevocable. Constant-competitive algorithms are known for the classical secretary problems and several variants. We study the following two extensions of the secretary problem: In the discounted secretary problem, there is a time-dependent “discount” factor $d(t)$, and the benefit derived from selecting an element/secretary e at time t is $d(t)v(e)$. For this problem with arbitrary (not necessarily decreasing) functions $d(t)$, we show a constant-competitive algorithm when the expected optimum is known in advance. With no prior knowledge, we exhibit a lower bound and give a nearly matching $O(log n)$-competitive algorithm. In the weighted secretary problem, up to K secretaries can be selected; when a secretary is selected (s)he must be irrevocably assigned to one of K positions, with position k having weight $w(k)$, and assigning object/secretary e to position k has benefit $w(k)v(e)$. The goal is to select secretaries and assign them to positions to maximize the sum of $w(k)v(e_k)$ where $e_k$ is the secretary assigned to position k. We give constant-competitive algorithms for this problem. Most of these results can also be extended to the matroid secretary case for a large family of matroids with a constant-factor loss, and an O(log rank) loss for general matroids. These results are based on a reduction from various matroids to partition matroids which present a unified approach to many of the upper bounds of Babaioff et al. These problems have connections to online mechanism design. All our algorithms are monotone, and hence lead to truthful mechanisms for the corresponding online auction problems

Improved Online Algorithms for Knapsack and GAP in the Random Order Model

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the online setting, items are revealed one by one and the decision, if the current item is packed or discarded forever, must be done immediately and irrevocably upon arrival. We study the online variant in the random order model where the input sequence is a uniform random permutation of the item set. We develop a randomized (1/6.65)-competitive algorithm for this problem, outperforming the current best algorithm of competitive ratio 1/8.06 [Kesselheim et al. SIAM J. Comp. 47(5)]. Our algorithm is based on two new insights: We introduce a novel algorithmic approach that employs two given algorithms, optimized for restricted item classes, sequentially on the input sequence. In addition, we study and exploit the relationship of the knapsack problem to the 2-secretary problem. The generalized assignment problem (GAP) includes, besides the knapsack problem, several important problems related to scheduling and matching. We show that in the same online setting, applying the proposed sequential approach yields a (1/6.99)-competitive randomized algorithm for GAP. Again, our proposed algorithm outperforms the current best result of competitive ratio 1/8.06 [Kesselheim et al. SIAM J. Comp. 47(5)]

Optimal Algorithms for Free Order Multiple-Choice Secretary

Suppose we are given integer $k \leq n$ and $n$ boxes labeled $1,\ldots, n$ by an adversary, each containing a number chosen from an unknown distribution. We have to choose an order to sequentially open these boxes, and each time we open the next box in this order, we learn its number. If we reject a number in a box, the box cannot be recalled. Our goal is to accept the $k$ largest of these numbers, without necessarily opening all boxes. This is the free order multiple-choice secretary problem. Free order variants were studied extensively for the secretary and prophet problems. Kesselheim, Kleinberg, and Niazadeh KKN (STOC'15) initiated a study of randomness-efficient algorithms (with the cheapest order in terms of used random bits) for the free order secretary problems. We present an algorithm for free order multiple-choice secretary, which is simultaneously optimal for the competitive ratio and used amount of randomness. I.e., we construct a distribution on orders with optimal entropy $\Theta(\log\log n)$ such that a deterministic multiple-threshold algorithm is $1-O(\sqrt{\log k/k})$-competitive. This improves in three ways the previous best construction by KKN, whose competitive ratio is $1 - O(1/k^{1/3}) - o(1)$. Our competitive ratio is (near)optimal for the multiple-choice secretary problem; it works for exponentially larger parameter $k$; and our algorithm is a simple deterministic multiple-threshold algorithm, while that in KKN is randomized. We also prove a corresponding lower bound on the entropy of optimal solutions for the multiple-choice secretary problem, matching entropy of our algorithm, where no such previous lower bound was known. We obtain our algorithmic results with a host of new techniques, and with these techniques we also improve significantly the previous results of KKN about constructing entropy-optimal distributions for the classic free order secretary

New Results for the k-Secretary Problem

Suppose that n numbers arrive online in random order and the goal is to select k of them such that the expected sum of the selected items is maximized. The decision for any item is irrevocable and must be made on arrival without knowing future items. This problem is known as the k-secretary problem, which includes the classical secretary problem with the special case k=1. It is well-known that the latter problem can be solved by a simple algorithm of competitive ratio 1/e which is asymptotically optimal. When k is small, only for k=2 does there exist an algorithm beating the threshold of 1/e [Chan et al. SODA 2015]. The algorithm relies on an involved selection policy. Moreover, there exist results when k is large [Kleinberg SODA 2005]. In this paper we present results for the k-secretary problem, considering the interesting and relevant case that k is small. We focus on simple selection algorithms, accompanied by combinatorial analyses. As a main contribution we propose a natural deterministic algorithm designed to have competitive ratios strictly greater than 1/e for small k >= 2. This algorithm is hardly more complex than the elegant strategy for the classical secretary problem, optimal for k=1, and works for all k >= 1. We explicitly compute its competitive ratios for 2 <= k <= 100, ranging from 0.41 for k=2 to 0.75 for k=100. Moreover, we show that an algorithm proposed by Babaioff et al. [APPROX 2007] has a competitive ratio of 0.4168 for k=2, implying that the previous analysis was not tight. Our analysis reveals a surprising combinatorial property of this algorithm, which might be helpful for a tight analysis of this algorithm for general k