157 research outputs found
Advances on Matroid Secretary Problems: Free Order Model and Laminar Case
The most well-known conjecture in the context of matroid secretary problems
claims the existence of a constant-factor approximation applicable to any
matroid. Whereas this conjecture remains open, modified forms of it were shown
to be true, when assuming that the assignment of weights to the secretaries is
not adversarial but uniformly random (Soto [SODA 2011], Oveis Gharan and
Vondr\'ak [ESA 2011]). However, so far, there was no variant of the matroid
secretary problem with adversarial weight assignment for which a
constant-factor approximation was found. We address this point by presenting a
9-approximation for the \emph{free order model}, a model suggested shortly
after the introduction of the matroid secretary problem, and for which no
constant-factor approximation was known so far. The free order model is a
relaxed version of the original matroid secretary problem, with the only
difference that one can choose the order in which secretaries are interviewed.
Furthermore, we consider the classical matroid secretary problem for the
special case of laminar matroids. Only recently, a constant-factor
approximation has been found for this case, using a clever but rather involved
method and analysis (Im and Wang, [SODA 2011]) that leads to a
16000/3-approximation. This is arguably the most involved special case of the
matroid secretary problem for which a constant-factor approximation is known.
We present a considerably simpler and stronger -approximation, based on reducing the problem to a matroid secretary
problem on a partition matroid
The matroid secretary problem for minor-closed classes and random matroids
We prove that for every proper minor-closed class of matroids
representable over a prime field, there exists a constant-competitive matroid
secretary algorithm for the matroids in . This result relies on the
extremely powerful matroid minor structure theory being developed by Geelen,
Gerards and Whittle.
We also note that for asymptotically almost all matroids, the matroid
secretary algorithm that selects a random basis, ignoring weights, is
-competitive. In fact, assuming the conjecture that almost all
matroids are paving, there is a -competitive algorithm for almost all
matroids.Comment: 15 pages, 0 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
Packing Returning Secretaries
We study online secretary problems with returns in combinatorial packing
domains with candidates that arrive sequentially over time in random order.
The goal is to accept a feasible packing of candidates of maximum total value.
In the first variant, each candidate arrives exactly twice. All arrivals
occur in random order. We propose a simple 0.5-competitive algorithm that can
be combined with arbitrary approximation algorithms for the packing domain,
even when the total value of candidates is a subadditive function. For
bipartite matching, we obtain an algorithm with competitive ratio at least
for growing , and an algorithm with ratio at least
for all . We extend all algorithms and ratios to arrivals
per candidate.
In the second variant, there is a pool of undecided candidates. In each
round, a random candidate from the pool arrives. Upon arrival a candidate can
be either decided (accept/reject) or postponed (returned into the pool). We
mainly focus on minimizing the expected number of postponements when computing
an optimal solution. An expected number of is always
sufficient. For matroids, we show that the expected number can be reduced to
, where is the minimum of the ranks of matroid and
dual matroid. For bipartite matching, we show a bound of , where
is the size of the optimum matching. For general packing, we show a lower
bound of , even when the size of the optimum is .Comment: 23 pages, 5 figure
Prophet Inequalities with Limited Information
In the classical prophet inequality, a gambler observes a sequence of
stochastic rewards and must decide, for each reward ,
whether to keep it and stop the game or to forfeit the reward forever and
reveal the next value . The gambler's goal is to obtain a constant
fraction of the expected reward that the optimal offline algorithm would get.
Recently, prophet inequalities have been generalized to settings where the
gambler can choose items, and, more generally, where he can choose any
independent set in a matroid. However, all the existing algorithms require the
gambler to know the distribution from which the rewards are
drawn.
The assumption that the gambler knows the distribution from which
are drawn is very strong. Instead, we work with the much simpler
assumption that the gambler only knows a few samples from this distribution. We
construct the first single-sample prophet inequalities for many settings of
interest, whose guarantees all match the best possible asymptotically,
\emph{even with full knowledge of the distribution}. Specifically, we provide a
novel single-sample algorithm when the gambler can choose any elements
whose analysis is based on random walks with limited correlation. In addition,
we provide a black-box method for converting specific types of solutions to the
related \emph{secretary problem} to single-sample prophet inequalities, and
apply it to several existing algorithms. Finally, we provide a constant-sample
prophet inequality for constant-degree bipartite matchings.
We apply these results to design the first posted-price and multi-dimensional
auction mechanisms with limited information in settings with asymmetric
bidders
Polymatroid Prophet Inequalities
Consider a gambler and a prophet who observe a sequence of independent,
non-negative numbers. The gambler sees the numbers one-by-one whereas the
prophet sees the entire sequence at once. The goal of both is to decide on
fractions of each number they want to keep so as to maximize the weighted
fractional sum of the numbers chosen.
The classic result of Krengel and Sucheston (1977-78) asserts that if both
the gambler and the prophet can pick one number, then the gambler can do at
least half as well as the prophet. Recently, Kleinberg and Weinberg (2012) have
generalized this result to settings where the numbers that can be chosen are
subject to a matroid constraint.
In this note we go one step further and show that the bound carries over to
settings where the fractions that can be chosen are subject to a polymatroid
constraint. This bound is tight as it is already tight for the simple setting
where the gambler and the prophet can pick only one number. An interesting
application of our result is in mechanism design, where it leads to improved
results for various problems
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