275,701 research outputs found
Exponentiated Subgradient Algorithm for Online Optimization under the Random Permutation Model
Online optimization problems arise in many resource allocation tasks, where
the future demands for each resource and the associated utility functions
change over time and are not known apriori, yet resources need to be allocated
at every point in time despite the future uncertainty. In this paper, we
consider online optimization problems with general concave utilities. We modify
and extend an online optimization algorithm proposed by Devanur et al. for
linear programming to this general setting. The model we use for the arrival of
the utilities and demands is known as the random permutation model, where a
fixed collection of utilities and demands are presented to the algorithm in
random order. We prove that under this model the algorithm achieves a
competitive ratio of under a near-optimal assumption that the
bid to budget ratio is , where
is the number of resources, while enjoying a significantly lower computational
cost than the optimal algorithm proposed by Kesselheim et al. We draw a
connection between the proposed algorithm and subgradient methods used in
convex optimization. In addition, we present numerical experiments that
demonstrate the performance and speed of this algorithm in comparison to
existing algorithms
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)]
Social welfare and profit maximization from revealed preferences
Consider the seller's problem of finding optimal prices for her
(divisible) goods when faced with a set of consumers, given that she can
only observe their purchased bundles at posted prices, i.e., revealed
preferences. We study both social welfare and profit maximization with revealed
preferences. Although social welfare maximization is a seemingly non-convex
optimization problem in prices, we show that (i) it can be reduced to a dual
convex optimization problem in prices, and (ii) the revealed preferences can be
interpreted as supergradients of the concave conjugate of valuation, with which
subgradients of the dual function can be computed. We thereby obtain a simple
subgradient-based algorithm for strongly concave valuations and convex cost,
with query complexity , where is the additive
difference between the social welfare induced by our algorithm and the optimum
social welfare. We also study social welfare maximization under the online
setting, specifically the random permutation model, where consumers arrive
one-by-one in a random order. For the case where consumer valuations can be
arbitrary continuous functions, we propose a price posting mechanism that
achieves an expected social welfare up to an additive factor of
from the maximum social welfare. Finally, for profit maximization (which may be
non-convex in simple cases), we give nearly matching upper and lower bounds on
the query complexity for separable valuations and cost (i.e., each good can be
treated independently)
Improved Online Algorithm for Fractional Knapsack in the Random Order Model
The fractional knapsack problem is one of the classical problems in combinatorial optimization, which is well understood in the offline setting. However, the corresponding online setting has been handled only briefly in the theoretical computer science literature so far, although it appears in several applications. Even the previously best known guarantee for the competitive ratio was worse than the best known for the integral problem in the popular random order model. We show that there is an algorithm for the online fractional knapsack problem that admits a competitive ratio of 4.39. Our result significantly improves over the previously best known competitive ratio of 9.37 and surpasses the current best 6.65-competitive algorithm for the integral case. Moreover, our algorithm is deterministic in contrast to the randomized algorithms achieving the results mentioned above
Robust Algorithms Under Adversarial Injections
In this paper, we study streaming and online algorithms in the context of randomness in the input. For several problems, a random order of the input sequence - as opposed to the worst-case order - appears to be a necessary evil in order to prove satisfying guarantees. However, algorithmic techniques that work under this assumption tend to be vulnerable to even small changes in the distribution. For this reason, we propose a new adversarial injections model, in which the input is ordered randomly, but an adversary may inject misleading elements at arbitrary positions. We believe that studying algorithms under this much weaker assumption can lead to new insights and, in particular, more robust algorithms. We investigate two classical combinatorial-optimization problems in this model: Maximum matching and cardinality constrained monotone submodular function maximization. Our main technical contribution is a novel streaming algorithm for the latter that computes a 0.55-approximation. While the algorithm itself is clean and simple, an involved analysis shows that it emulates a subdivision of the input stream which can be used to greatly limit the power of the adversary
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