1,897 research outputs found
Primal-Dual Algorithms for Deterministic Inventory Problems
Primal-Dual Algorithms for Deterministic Inventory Problem
Online Matching with Stochastic Rewards: Optimal Competitive Ratio via Path Based Formulation
The problem of online matching with stochastic rewards is a generalization of
the online bipartite matching problem where each edge has a probability of
success. When a match is made it succeeds with the probability of the
corresponding edge. Introducing this model, Mehta and Panigrahi (FOCS 2012)
focused on the special case of identical edge probabilities. Comparing against
a deterministic offline LP, they showed that the Ranking algorithm of Karp et
al. (STOC 1990) is 0.534 competitive and proposed a new online algorithm with
an improved guarantee of for vanishingly small probabilities. For the
case of vanishingly small but heterogeneous probabilities Mehta et al. (SODA
2015), gave a 0.534 competitive algorithm against the same LP benchmark. For
the more general vertex-weighted version of the problem, to the best of our
knowledge, no results being were previously known even for identical
probabilities.
We focus on the vertex-weighted version and give two improvements. First, we
show that a natural generalization of the Perturbed-Greedy algorithm of
Aggarwal et al. (SODA 2011), is competitive when probabilities
decompose as a product of two factors, one corresponding to each vertex of the
edge. This is the best achievable guarantee as it includes the case of
identical probabilities and in particular, the classical online bipartite
matching problem. Second, we give a deterministic competitive algorithm
for the previously well studied case of fully heterogeneous but vanishingly
small edge probabilities. A key contribution of our approach is the use of
novel path-based analysis. This allows us to compare against the natural
benchmarks of adaptive offline algorithms that know the sequence of arrivals
and the edge probabilities in advance, but not the outcomes of potential
matches.Comment: Preliminary version in EC 202
The Stochastic Shortest Path Problem : A polyhedral combinatorics perspective
In this paper, we give a new framework for the stochastic shortest path
problem in finite state and action spaces. Our framework generalizes both the
frameworks proposed by Bertsekas and Tsitsikli and by Bertsekas and Yu. We
prove that the problem is well-defined and (weakly) polynomial when (i) there
is a way to reach the target state from any initial state and (ii) there is no
transition cycle of negative costs (a generalization of negative cost cycles).
These assumptions generalize the standard assumptions for the deterministic
shortest path problem and our framework encapsulates the latter problem (in
contrast with prior works). In this new setting, we can show that (a) one can
restrict to deterministic and stationary policies, (b) the problem is still
(weakly) polynomial through linear programming, (c) Value Iteration and Policy
Iteration converge, and (d) we can extend Dijkstra's algorithm
Strongly Polynomial Primal-Dual Algorithms for Concave Cost Combinatorial Optimization Problems
We introduce an algorithm design technique for a class of combinatorial
optimization problems with concave costs. This technique yields a strongly
polynomial primal-dual algorithm for a concave cost problem whenever such an
algorithm exists for the fixed-charge counterpart of the problem. For many
practical concave cost problems, the fixed-charge counterpart is a well-studied
combinatorial optimization problem. Our technique preserves constant factor
approximation ratios, as well as ratios that depend only on certain problem
parameters, and exact algorithms yield exact algorithms.
Using our technique, we obtain a new 1.61-approximation algorithm for the
concave cost facility location problem. For inventory problems, we obtain a new
exact algorithm for the economic lot-sizing problem with general concave
ordering costs, and a 4-approximation algorithm for the joint replenishment
problem with general concave individual ordering costs
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