132 research outputs found
Buyback Problem - Approximate matroid intersection with cancellation costs
In the buyback problem, an algorithm observes a sequence of bids and must
decide whether to accept each bid at the moment it arrives, subject to some
constraints on the set of accepted bids. Decisions to reject bids are
irrevocable, whereas decisions to accept bids may be canceled at a cost that is
a fixed fraction of the bid value. Previous to our work, deterministic and
randomized algorithms were known when the constraint is a matroid constraint.
We extend this and give a deterministic algorithm for the case when the
constraint is an intersection of matroid constraints. We further prove a
matching lower bound on the competitive ratio for this problem and extend our
results to arbitrary downward closed set systems. This problem has applications
to banner advertisement, semi-streaming, routing, load balancing and other
problems where preemption or cancellation of previous allocations is allowed
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)]
Improved Bounds for Online Preemptive Matching
When designing a preemptive online algorithm for the maximum matching
problem, we wish to maintain a valid matching M while edges of the underlying
graph are presented one after the other. When presented with an edge e, the
algorithm should decide whether to augment the matching M by adding e (in which
case e may be removed later on) or to keep M in its current form without adding
e (in which case e is lost for good). The objective is to eventually hold a
matching M with maximum weight.
The main contribution of this paper is to establish new lower and upper
bounds on the competitive ratio achievable by preemptive online algorithms:
1. We provide a lower bound of 1+ln 2~1.693 on the competitive ratio of any
randomized algorithm for the maximum cardinality matching problem, thus
improving on the currently best known bound of e/(e-1)~1.581 due to Karp,
Vazirani, and Vazirani [STOC'90].
2. We devise a randomized algorithm that achieves an expected competitive
ratio of 5.356 for maximum weight matching. This finding demonstrates the power
of randomization in this context, showing how to beat the tight bound of 3
+2\sqrt{2}~5.828 for deterministic algorithms, obtained by combining the 5.828
upper bound of McGregor [APPROX'05] and the recent 5.828 lower bound of
Varadaraja [ICALP'11]
Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
We develop policy gradients methods for stochastic control with exit time in
a model-free setting. We propose two types of algorithms for learning either
directly the optimal policy or by learning alternately the value function
(critic) and the optimal control (actor). The use of randomized policies is
crucial for overcoming notably the issue related to the exit time in the
gradient computation. We demonstrate the effectiveness of our approach by
implementing our numerical schemes in the application to the problem of share
repurchase pricing. Our results show that the proposed policy gradient methods
outperform PDE or other neural networks techniques in a model-based setting.
Furthermore, our algorithms are flexible enough to incorporate realistic market
conditions like e.g. price impact or transaction costs.Comment: 19 pages, 6 figure
オンラインナップサックと関連する諸問題に対するアルゴリズム論的研究
学位の種別:課程博士University of Tokyo(東京大学
Streaming Algorithms for Submodular Function Maximization
We consider the problem of maximizing a nonnegative submodular set function
subject to a -matchoid
constraint in the single-pass streaming setting. Previous work in this context
has considered streaming algorithms for modular functions and monotone
submodular functions. The main result is for submodular functions that are {\em
non-monotone}. We describe deterministic and randomized algorithms that obtain
a -approximation using -space, where is
an upper bound on the cardinality of the desired set. The model assumes value
oracle access to and membership oracles for the matroids defining the
-matchoid constraint.Comment: 29 pages, 7 figures, extended abstract to appear in ICALP 201
On Randomized Algorithms for Matching in the Online Preemptive Model
We investigate the power of randomized algorithms for the maximum cardinality
matching (MCM) and the maximum weight matching (MWM) problems in the online
preemptive model. In this model, the edges of a graph are revealed one by one
and the algorithm is required to always maintain a valid matching. On seeing an
edge, the algorithm has to either accept or reject the edge. If accepted, then
the adjacent edges are discarded. The complexity of the problem is settled for
deterministic algorithms.
Almost nothing is known for randomized algorithms. A lower bound of
is known for MCM with a trivial upper bound of . An upper bound of
is known for MWM. We initiate a systematic study of the same in this paper with
an aim to isolate and understand the difficulty. We begin with a primal-dual
analysis of the deterministic algorithm due to McGregor. All deterministic
lower bounds are on instances which are trees at every step. For this class of
(unweighted) graphs we present a randomized algorithm which is
-competitive. The analysis is a considerable extension of the
(simple) primal-dual analysis for the deterministic case. The key new technique
is that the distribution of primal charge to dual variables depends on the
"neighborhood" and needs to be done after having seen the entire input. The
assignment is asymmetric: in that edges may assign different charges to the two
end-points. Also the proof depends on a non-trivial structural statement on the
performance of the algorithm on the input tree.
The other main result of this paper is an extension of the deterministic
lower bound of Varadaraja to a natural class of randomized algorithms which
decide whether to accept a new edge or not using independent random choices
Online Knapsack Problems with a Resource Buffer
In this paper, we introduce online knapsack problems with a resource buffer. In the problems, we are given a knapsack with capacity 1, a buffer with capacity R >= 1, and items that arrive one by one. Each arriving item has to be taken into the buffer or discarded on its arrival irrevocably. When every item has arrived, we transfer a subset of items in the current buffer into the knapsack. Our goal is to maximize the total value of the items in the knapsack. We consider four variants depending on whether items in the buffer are removable (i.e., we can remove items in the buffer) or non-removable, and proportional (i.e., the value of each item is proportional to its size) or general. For the general&non-removable case, we observe that no constant competitive algorithm exists for any R >= 1. For the proportional&non-removable case, we show that a simple greedy algorithm is optimal for every R >= 1. For the general&removable and the proportional&removable cases, we present optimal algorithms for small R and give asymptotically nearly optimal algorithms for general R
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